Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices

International Conference on the European Energy Market, EEM

Volumn , Issue , 2014, Pages

  Nowotarski, Jakub ^a   Weron, Rafał ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Electricity spot price; Forecasts combination; Prediction interval; Quantile regression

Indexed keywords

COMMERCE; COSTS; LAKES; REGRESSION ANALYSIS; TIME SERIES;

AUTOREGRESSIVE TIME SERIES; DAY-AHEAD PRICES; ELECTRICITY SPOT PRICE; INTERVAL FORECASTING; INTERVAL FORECASTS; PREDICTION INTERVAL; QUANTILE REGRESSION; TIME SERIES MODELS;

FORECASTING;

EID: 84905674341     PISSN: 21654077     EISSN: 21654093     Source Type: Conference Proceeding    
DOI: 10.1109/EEM.2014.6861285     Document Type: Conference Paper

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