ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"
Bartosz Uniejewski (),
Jakub Nowotarski and
Rafał Weron ()
HSC Software from Hugo Steinhaus Center, Wroclaw University of Technology
These Matlab scripts plot Figures 1-7 from B. Uniejewski, J. Nowotarski, R. Weron (2016) Automated variable selection and shrinkage for day-ahead electricity price forecasting, Energies 9(8), 621 (http://dx.doi.org/10.3390/en9080621). The zip file includes four scripts (figs_*.m), one Diebold-Mariano test results file (*.mat) and three data files (*.txt) with electricity day-ahead prices from the GEFCom2014 competition, Nord Pool and the UK.
Requires: MATLAB (tested on MATLAB ver. R2018a).
Keywords: Electricity spot price; Day-ahead price; Forecasting; Diebold-Mariano test (search for similar items in EconPapers)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/U ... 16_Energies_Figs.zip Zipped file (application/zip)
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Persistent link: https://EconPapers.repec.org/RePEc:wuu:hscode:zip18002
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