19 citations · 83 across the 11 of their papers we have counts for
3 papers · 1 filter
Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
Katarzyna Chęć, Bartosz Uniejewski, Rafał Weron
Recent studies provide evidence that decomposing the electricity price into the long-term seasonal component (LTSC) and the remaining part, predicting both separately, and then com…
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…
Forecasting Electricity Prices
Katarzyna Maciejowska, Bartosz Uniejewski, Rafał Weron
Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled…