Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the …
J Janczura, E Wójcik - Energy Economics, 2022 - Elsevier
The price risk related to trading in electricity markets has increased significantly in the recent
years, due to the ongoing markets liberalization and the growing renewable energy sources …
years, due to the ongoing markets liberalization and the growing renewable energy sources …
Expectile regression averaging method for probabilistic forecasting of electricity prices
J Janczura - Computational Statistics, 2024 - Springer
In this paper we propose a new method for probabilistic forecasting of electricity prices. It is
based on averaging point forecasts from different models combined with expectile …
based on averaging point forecasts from different models combined with expectile …
Complexity Analysis of Wind Energy, Wind Speed and Wind Direction in the light of nonlinear technique
S Chakraborty, S Samanta, S Samanta… - arXiv preprint arXiv …, 2022 - arxiv.org
Wind energy has an inherent intermittent character due to certain inevitable factors of nature,
such as availability of wind at different weather conditions, wind direction etc. To study the …
such as availability of wind at different weather conditions, wind direction etc. To study the …