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

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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

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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.

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