ENERGIES_14_3249_MATLAB: MATLAB codes for computing combinations of electricity spot price forecasts as utilized in Jedrzejewski et al. (2021) Energies 14, 3249

Arkadiusz Jędrzejewski, Grzegorz Marcjasz and Rafał Weron

WORMS Software (WORking papers in Management Science Software) from Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology

Abstract: This ZIP file contains Matlab scripts and functions for computing combinations of electricity spot price forecasts from LASSO-estimated AR (LEAR) models as utilized in A. Jedrzejewski, G. Marcjasz, R. Weron (2021) Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO, Energies 14(11), 3249 (http://dx.doi.org/10.3390/en14113249).

Language: MATLAB
Requires: MATLAB (tested on MATLAB ver. R2020a).
Keywords: Electricity price forecasting; Day-ahead market; LASSO; Long-term seasonal component; Variance stabilizing transformation; Forecast averaging (search for similar items in EconPapers)
Date: 2021-07-30
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https://worms.pwr.edu.pl/RePEc/ahh/wcodes/Energies_14_3249_Matlab.zip Zipped file (application/zip)

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