Source codes for calculating probabilistic electricity price forecasts using the Expectile Regression Averaging (ERA) method

View

Resource metadata

Title	Source codes for calculating probabilistic electricity price forecasts using the Expectile Regression Averaging (ERA) method
Persons	Authors: Joanna Janczura Partner: Wrocław University of Science and Technology
Description	Source codes for calculating probabilistic electricity price forecasts using the Expectile Regression Averaging (ERA) method. Prepared for the article J. Janczura (2024) Expectile-based probabilistic forecasting of electricity prices, preprint version: arXiv:2402.07559. Work conducted within a National Science Center, Sonata, grant nr. 2019/35/D/HS4/00369, 2020-2023, „Probabilistic forecasting as a tool for the optimization of decision processes in electricity markets”. (English)
Keywords	"forecast"@en, "expectile regression"@en, "electricity spot prices"@en
Classification	Resource type: source code Scientific discipline: Dziedzina nauk społecznych / nauki o zarządzaniu i jakości (2018) Destination group: scientists Harmful content: No
Characteristics	Programming language: MATLAB
License	CC BY-SA 4.0
Technical information	Submitter: Joanna Janczura Availability date: 18-04-2024
Collections	Kolekcja Politechniki Wrocławskiej

Citation

Copied

Joanna Janczura. Source codes for calculating probabilistic electricity price forecasts using the Expectile Regression Averaging (ERA) method. [source code] Available in Atlas of Open Science Resources, . License: CC BY-SA 4.0, https://creativecommons.org/licenses/by-sa/4.0/legalcode.pl. Date of access: DD.MM.RRRR.

Similar resources

Matlab codes for constructing risk minimization trading strategy in electricity markets based on probabilistic price forecasts.

Edyta Wójcik, Joanna Janczura, source code, Wrocław University of Science and Technology, Dziedzina nauk społecznych / nauki o zarządzaniu i jakości (2018)