Details about Jakub Nowotarski

Access statistics for papers by Jakub Nowotarski.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pno175

Working Papers

2016

1. Automated variable selection and shrinkage for day-ahead electricity price forecasting
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (75)
   See also Journal Article Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting, Energies, MDPI (2016) View citations (72) (2016)
2. On the importance of the long-term seasonal component in day-ahead electricity price forecasting
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (56)
   See also Journal Article On the importance of the long-term seasonal component in day-ahead electricity price forecasting, Energy Economics, Elsevier (2016) View citations (57) (2016)
3. Recent advances in electricity price forecasting: A review of probabilistic forecasting
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (3)
   See also Journal Article Recent advances in electricity price forecasting: A review of probabilistic forecasting, Renewable and Sustainable Energy Reviews, Elsevier (2018) View citations (162) (2018)
4. To combine or not to combine? Recent trends in electricity price forecasting
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (14)

2015

5. A hybrid model for GEFCom2014 probabilistic electricity price forecasting
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (2)
   See also Journal Article A hybrid model for GEFCom2014 probabilistic electricity price forecasting, International Journal of Forecasting, Elsevier (2016) View citations (56) (2016)
6. Improving short term load forecast accuracy via combining sister forecasts
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (1)
   See also Journal Article Improving short term load forecast accuracy via combining sister forecasts, Energy, Elsevier (2016) View citations (34) (2016)
7. Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (23)

2014

8. Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (10)
9. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (15)
   See also Journal Article Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging, International Journal of Forecasting, Elsevier (2016) View citations (82) (2016)
10. Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (3)

2013

11. An empirical comparison of alternate schemes for combining electricity spot price forecasts
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (9)
    See also Journal Article An empirical comparison of alternative schemes for combining electricity spot price forecasts, Energy Economics, Elsevier (2014) View citations (97) (2014)
12. Computing electricity spot price prediction intervals using quantile regression and forecast averaging
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (7)
    See also Journal Article Computing electricity spot price prediction intervals using quantile regression and forecast averaging, Computational Statistics, Springer (2015) View citations (61) (2015)
13. Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (4)
14. Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology

2012

15. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (41)
    See also Journal Article Robust estimation and forecasting of the long-term seasonal component of electricity spot prices, Energy Economics, Elsevier (2013) View citations (57) (2013)

Journal Articles

2018

1. Recent advances in electricity price forecasting: A review of probabilistic forecasting
   Renewable and Sustainable Energy Reviews, 2018, 81, (P1), 1548-1568 View citations (162)
   See also Working Paper Recent advances in electricity price forecasting: A review of probabilistic forecasting, HSC Research Reports (2016) View citations (3) (2016)

2016

2. A hybrid model for GEFCom2014 probabilistic electricity price forecasting
   International Journal of Forecasting, 2016, 32, (3), 1051-1056 View citations (56)
   See also Working Paper A hybrid model for GEFCom2014 probabilistic electricity price forecasting, HSC Research Reports (2015) View citations (2) (2015)
3. Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting
   Energies, 2016, 9, (8), 1-22 View citations (72)
   See also Working Paper Automated variable selection and shrinkage for day-ahead electricity price forecasting, HSC Research Reports (2016) View citations (75) (2016)
4. Improving short term load forecast accuracy via combining sister forecasts
   Energy, 2016, 98, (C), 40-49 View citations (34)
   See also Working Paper Improving short term load forecast accuracy via combining sister forecasts, HSC Research Reports (2015) View citations (1) (2015)
5. On the importance of the long-term seasonal component in day-ahead electricity price forecasting
   Energy Economics, 2016, 57, (C), 228-235 View citations (57)
   See also Working Paper On the importance of the long-term seasonal component in day-ahead electricity price forecasting, HSC Research Reports (2016) View citations (56) (2016)
6. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
   International Journal of Forecasting, 2016, 32, (3), 957-965 View citations (82)
   See also Working Paper Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging, HSC Research Reports (2014) View citations (15) (2014)

2015

7. Computing electricity spot price prediction intervals using quantile regression and forecast averaging
   Computational Statistics, 2015, 30, (3), 791-803 View citations (61)
   See also Working Paper Computing electricity spot price prediction intervals using quantile regression and forecast averaging, HSC Research Reports (2013) View citations (7) (2013)

2014

8. An empirical comparison of alternative schemes for combining electricity spot price forecasts
   Energy Economics, 2014, 46, (C), 395-412 View citations (97)
   See also Working Paper An empirical comparison of alternate schemes for combining electricity spot price forecasts, HSC Research Reports (2013) View citations (9) (2013)

2013

9. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
   Energy Economics, 2013, 39, (C), 13-27 View citations (57)
   See also Working Paper Robust estimation and forecasting of the long-term seasonal component of electricity spot prices, HSC Research Reports (2012) View citations (6) (2012)

Software Items

2018

1. ENERGIES_9_621_CODES: MATLAB codes for computing electricity spot price forecasts from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology
2. ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology

2016

3. SCAR: MATLAB function to compute day-ahead predictions of the electricity spot price using the Seasonal Component AutoRegressive (SCAR) model
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology
4. SCAR_EXAMPLE: MATLAB codes and data for "On the importance of the long-term seasonal component in day-ahead electricity price forecasting"
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology

2014

5. QRA: MATLAB function to compute interval forecasts using Quantile Regression Averaging (QRA)
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology

2013

6. LTSCSIMPLE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using simple methods
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology
7. LTSCSIN: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using sine-based methods
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology
8. LTSCWAVE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using wavelet-based methods
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology
9. LTSC_EXAMPLE: MATLAB example script and data for "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices"
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology