Jakub Nowotarski

Wroclaw University of Technology - Institute of Organization and Management

jakub nowotarski

Wyspianskiego 27

Wroclaw, 50-370

Poland

http://www.ioz.pwr.wroc.pl/

  • Wroclaw University of Technology - Institute of Organization and Management

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An Empirical Comparison of Alternate Schemes for Combining Electricity Spot Price Forecasts

Number of pages: 28 Posted: 22 Aug 2013
Jakub Nowotarski, Eran Raviv, Stefan Trück and Rafal Weron
Wroclaw University of Technology - Institute of Organization and Management, APG Asset Management, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Wroclaw University of Science and Technology, Department of Operations Research
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Citation 9

Abstract:

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Electricity price forecasting, Forecasts combination, ARX model, Day-ahead market