7 citations · 12 across the 3 of their papers we have counts for
3 papers
stat.AP2025★ 7 cited
A data-driven merit order: Learning a fundamental electricity price model
Paul Ghelasi, Florian Ziel
Electricity price forecasting approaches generally fall into two categories: data-driven models, which learn from historical patterns, or fundamental models, which simulate market…
stat.AP2024
From day-ahead to mid and long-term horizons with econometric electricity price forecasting models
Paul Ghelasi, Florian Ziel
The recent energy crisis starting in 2021 led to record-high gas, coal, carbon and power prices, with electricity reaching up to 40 times the pre-crisis average. This had dramatic…
stat.AP2023★ 5 cited
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions
Paul Ghelasi, Florian Ziel
Aggregated curves are common structures in economics and finance, and the most prominent examples are supply and demand curves. In this study, we exploit the fact that all aggregat…