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physics.soc-ph2020
Changes in electricity demand pattern in Europe due to COVID-19 shutdowns
Michał Narajewski, Florian Ziel
The article covers electricity demand shift effects due to COVID-19 shutdowns in various European countries. We utilize high-dimensional regression techniques to exploit the struct…
q-fin.ST2020
Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories
Michał Narajewski, Florian Ziel
Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a…