Computing electricity spot price prediction intervals using quantile regression and forecast averaging

Computational Statistics

Volumn 30, Issue 3, 2015, Pages 791-803

  Nowotarski, Jakub ^a   Weron, Rafał ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

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

Indexed keywords

EID: 84942194273     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-014-0523-0     Document Type: Article

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