18 citations · 37 across the 10 of their papers we have counts for
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Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets
Arkadiusz Lipiecki, Nikolaos Kourentzes, Rafal Weron
Day-ahead electricity price forecasts support trading and storage decisions, but for battery arbitrage predicting intraday price spreads is more relevant than predicting individual…
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
Arkadiusz Lipiecki, Kaja Bilinska, Nicolaos Kourentzes +1
We introduce the concept of temporal hierarchy forecasting (THieF) in predicting day-ahead electricity prices and show that reconciling forecasts for hourly products and 2- to 24-h…
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
Arkadiusz Lipiecki, Bartosz Uniejewski, Rafał Weron
Operational decisions relying on predictive distributions of electricity prices can result in significantly higher profits compared to those based solely on point forecasts. Howeve…