Variance Stabilizing Transformations for Electricity Spot Price Forecasting

IEEE Transactions on Power Systems

Volumn 33, Issue 2, 2018, Pages 2219-2229

  Uniejewski, Bartosz ^a   Weron, Rafal ^a   Ziel, Florian ^b  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b UNIVERSITY OF DUISBURG ESSEN   (Germany)

Author keywords

Diebold mariano test; electricity spot price; forecasting; price spike; probability integral transform; variance stabilizing transformation

Indexed keywords

COMMERCE; COSTS; FORECASTING; INTEGRAL EQUATIONS; MATHEMATICAL TRANSFORMATIONS;

BENCHMARK TESTING; DIEBOLD; ELECTRICITY SPOT PRICE; EUROPE; INDEXES; INTEGRAL TRANSFORM; PREDICTIVE MODELS; PRICE SPIKE; VARIANCE STABILIZING TRANSFORMATION;

POWER MARKETS;

EID: 85028936777     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2017.2734563     Document Type: Article

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