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Heavy-tails and regime-switching in electricity prices.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 457, doi. 10.1007/s00186-008-0247-4
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- Article
Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?
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- Operations Research & Decisions, 2023, v. 33, n. 4, p. 105, doi. 10.37190/ord230307
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- Article
Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?
- Published in:
- Operations Research & Decisions, 2023, v. 33, n. 3, p. 105, doi. 10.37190/ord230307
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- Publication type:
- Article
Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa?
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- PLoS ONE, 2014, v. 9, n. 11, p. 1, doi. 10.1371/journal.pone.0112203
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- Article
Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO.
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- Energies (19961073), 2021, v. 14, n. 11, p. 3249, doi. 10.3390/en14113249
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- Article
Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts.
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- Energies (19961073), 2020, v. 13, n. 7, p. 1667, doi. 10.3390/en13071667
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- Article
Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader.
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- Energies (19961073), 2020, v. 13, n. 1, p. 205, doi. 10.3390/en13010205
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- Article
Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting.
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- Energies (19961073), 2019, v. 12, n. 13, p. 2561, doi. 10.3390/en12132561
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- Article
Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting.
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- Energies (19961073), 2018, v. 11, n. 9, p. 2364, doi. 10.3390/en11092364
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- Article
Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models.
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- Energies (19961073), 2018, v. 11, n. 8, p. 2039, doi. 10.3390/en11082039
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- Article
Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships.
- Published in:
- Computational Statistics, 2015, v. 30, n. 3, p. 805, doi. 10.1007/s00180-014-0531-0
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- Article
Computing electricity spot price prediction intervals using quantile regression and forecast averaging.
- Published in:
- Computational Statistics, 2015, v. 30, n. 3, p. 791, doi. 10.1007/s00180-014-0523-0
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- Article
Discussion on 'Electrical load forecasting by exponential smoothing with covariates'.
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- Applied Stochastic Models in Business & Industry, 2013, v. 29, n. 6, p. 648, doi. 10.1002/asmb.1996
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- Article
DIFFUSION OF INNOVATION WITHIN AN AGENT-BASED MODEL: SPINSONS, INDEPENDENCE AND ADVERTISING.
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- Advances in Complex Systems, 2014, v. 17, n. 1, p. -1, doi. 10.1142/S0219525914500040
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- Article
Convenience Yields and Risk Premiums in the EU-ETS-Evidence from the Kyoto Commitment Period.
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- Journal of Futures Markets, 2016, v. 36, n. 6, p. 587, doi. 10.1002/fut.21780
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- Article
Levy-Stable Distributions Revisited: Tail Index >2 does not Exclude the Levy-Stable Regime.
- Published in:
- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2001, v. 12, n. 2, p. 209, doi. 10.1142/S0129183101001614
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- Article