42 citations · 59 across the 9 of their papers we have counts for
11 papers
A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling
Mira Watermeyer, Thomas Möbius, Oliver Grothe +1
The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. Howe…
Enhancing Energy System Models Using Better Load Forecasts
Thomas Möbius, Mira Watermeyer, Oliver Grothe +1
Energy system models require a large amount of technical and economic data, the quality of which significantly influences the reliability of the results. Some of the variables on t…
From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
Oliver Grothe, Fabian Kächele, Fabian Krüger
Modeling price risks is crucial for economic decision making in energy markets. Besides the risk of a single price, the dependence structure of multiple prices is often relevant. W…
Signing the Supermask: Keep, Hide, Invert
Nils Koster, Oliver Grothe, Achim Rettinger
The exponential growth in numbers of parameters of neural networks over the past years has been accompanied by an increase in performance across several fields. However, due to the…
Smooth bootstrapping of copula functionals
Maximilian Coblenz, Oliver Grothe, Klaus Herrmann +1
The smooth bootstrap for estimating copula functionals in small samples is investigated. It can be used both to gauge the distribution of the estimator in question and to augment t…
A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient
Oliver Grothe, Fabian Kächele, Friedrich Schmid
We propose an extension of the univariate Lorenz curve and of the Gini coefficient to the multivariate case, i.e., to simultaneously measure inequality in more than one variable. O…