Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging

International Journal of Forecasting

Volumn 32, Issue 3, 2016, Pages 957-965

  Maciejowska, Katarzyna ^a,b   Nowotarski, Jakub ^a   Weron, Rafał ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b CERGE EI   (Czech Republic)

Author keywords

Electricity spot price; Factor model; Forecasts combination; Prediction interval; Probabilistic forecasting; Quantile regression

Indexed keywords

EID: 84926669289     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2014.12.004     Document Type: Article

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