2 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.RM2024★ 2 cited
Multiple split approach -- multidimensional probabilistic forecasting of electricity markets
Katarzyna Maciejowska, Weronika Nitka
In this article, a multiple split method is proposed that enables construction of multidimensional probabilistic forecasts of a selected set of variables. The method uses repeated…
q-fin.ST2023★ 1 cited
Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?
Weronika Nitka, Rafał Weron
Probabilistic price forecasting has recently gained attention in power trading because decisions based on such predictions can yield significantly higher profits than those made wi…