77 citations
2 papers
q-fin.ST2018★ 77 cited
The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts
Christopher Kath, Florian Ziel
We propose a multivariate elastic net regression forecast model for German quarter-hourly electricity spot markets. While the literature is diverse on day-ahead prediction approach…
math.PR2008
The Hausdorff dimension of the double points on the Brownian frontier
Richard Kiefer, Peter Morters
The frontier of a planar Brownian motion is the boundary of the unbounded component of the complement of its range. In this paper we find the Hausdorff dimension of the set of doub…