244 citations · 2k across the 53 of their papers we have counts for
4 papers · 1 filter
Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure
Florian Ziel
In this paper we present a regression based model for day-ahead electricity spot prices. We estimate the considered linear regression model by the lasso estimation method. The lass…
Electricity Price Forecasting using Sale and Purchase Curves: The X-Model
Florian Ziel, Rick Steinert
Our paper aims to model and forecast the electricity price by taking a completely new perspective on the data. It will be the first approach which is able to combine the insights o…
Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
Florian Ziel
Shrinkage algorithms are of great importance in almost every area of statistics due to the increasing impact of big data. Especially time series analysis benefits from efficient an…
Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets
Florian Ziel, Rick Steinert, Sven Husmann
In our paper we analyze the relationship between the day-ahead electricity price of the Energy Exchange Austria (EXAA) and other day-ahead electricity prices in Europe. We focus on…