FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2149308027> ?p ?o ?g. }

• W2149308027 endingPage "5547" @default.
• W2149308027 startingPage "5523" @default.
• W2149308027 abstract "A large part of the decision-making problems actors of the power system are facing on a daily basis requires scenarios for day-ahead electricity market prices. These scenarios are most likely to be generated based on marginal predictive densities for such prices, then enhanced with a temporal dependence structure. A semi-parametric methodology for generating such densities is presented: it includes: (i) a time-adaptive quantile regression model for the 5%–95% quantiles; and (ii) a description of the distribution tails with exponential distributions. The forecasting skill of the proposed model is compared to that of four benchmark approaches and the well-known the generalist autoregressive conditional heteroskedasticity (GARCH) model over a three-year evaluation period. While all benchmarks are outperformed in terms of forecasting skill overall, the superiority of the semi-parametric model over the GARCH model lies in the former’s ability to generate reliable quantile estimates." @default.
• W2149308027 created "2016-06-24" @default.
• W2149308027 creator A5017166056 @default.
• W2149308027 creator A5045178568 @default.
• W2149308027 creator A5054421707 @default.
• W2149308027 creator A5058698672 @default.
• W2149308027 date "2014-08-25" @default.
• W2149308027 modified "2023-09-23" @default.
• W2149308027 title "Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression" @default.
• W2149308027 cites W1971347771 @default.
• W2149308027 cites W1979575715 @default.
• W2149308027 cites W1984113680 @default.
• W2149308027 cites W1992110068 @default.
• W2149308027 cites W1997737554 @default.
• W2149308027 cites W1998087896 @default.
• W2149308027 cites W1999996900 @default.
• W2149308027 cites W2024155197 @default.
• W2149308027 cites W2025720061 @default.
• W2149308027 cites W2034269318 @default.
• W2149308027 cites W2045297103 @default.
• W2149308027 cites W2048273813 @default.
• W2149308027 cites W2065089656 @default.
• W2149308027 cites W2082066983 @default.
• W2149308027 cites W2084362008 @default.
• W2149308027 cites W2088548330 @default.
• W2149308027 cites W2104170859 @default.
• W2149308027 cites W2113810680 @default.
• W2149308027 cites W2116224582 @default.
• W2149308027 cites W2130715829 @default.
• W2149308027 cites W2146193817 @default.
• W2149308027 cites W2146588145 @default.
• W2149308027 cites W2147671691 @default.
• W2149308027 cites W2149358609 @default.
• W2149308027 cites W2155533090 @default.
• W2149308027 cites W2160533574 @default.
• W2149308027 cites W3021411508 @default.
• W2149308027 cites W4241653265 @default.
• W2149308027 doi "https://doi.org/10.3390/en7095523" @default.
• W2149308027 hasPublicationYear "2014" @default.
• W2149308027 type Work @default.
• W2149308027 sameAs 2149308027 @default.
• W2149308027 citedByCount "46" @default.
• W2149308027 countsByYear W21493080272014 @default.
• W2149308027 countsByYear W21493080272015 @default.
• W2149308027 countsByYear W21493080272016 @default.
• W2149308027 countsByYear W21493080272017 @default.
• W2149308027 countsByYear W21493080272018 @default.
• W2149308027 countsByYear W21493080272019 @default.
• W2149308027 countsByYear W21493080272020 @default.
• W2149308027 countsByYear W21493080272021 @default.
• W2149308027 countsByYear W21493080272022 @default.
• W2149308027 countsByYear W21493080272023 @default.
• W2149308027 crossrefType "journal-article" @default.
• W2149308027 hasAuthorship W2149308027A5017166056 @default.
• W2149308027 hasAuthorship W2149308027A5045178568 @default.
• W2149308027 hasAuthorship W2149308027A5054421707 @default.
• W2149308027 hasAuthorship W2149308027A5058698672 @default.
• W2149308027 hasBestOaLocation W21493080271 @default.
• W2149308027 hasConcept C101104100 @default.
• W2149308027 hasConcept C105795698 @default.
• W2149308027 hasConcept C111472728 @default.
• W2149308027 hasConcept C117251300 @default.
• W2149308027 hasConcept C118671147 @default.
• W2149308027 hasConcept C13280743 @default.
• W2149308027 hasConcept C133710760 @default.
• W2149308027 hasConcept C138885662 @default.
• W2149308027 hasConcept C149782125 @default.
• W2149308027 hasConcept C159877910 @default.
• W2149308027 hasConcept C162324750 @default.
• W2149308027 hasConcept C185798385 @default.
• W2149308027 hasConcept C205649164 @default.
• W2149308027 hasConcept C23922673 @default.
• W2149308027 hasConcept C24574437 @default.
• W2149308027 hasConcept C2778136018 @default.
• W2149308027 hasConcept C33923547 @default.
• W2149308027 hasConcept C41008148 @default.
• W2149308027 hasConcept C63817138 @default.
• W2149308027 hasConcept C91602232 @default.
• W2149308027 hasConceptScore W2149308027C101104100 @default.
• W2149308027 hasConceptScore W2149308027C105795698 @default.
• W2149308027 hasConceptScore W2149308027C111472728 @default.
• W2149308027 hasConceptScore W2149308027C117251300 @default.
• W2149308027 hasConceptScore W2149308027C118671147 @default.
• W2149308027 hasConceptScore W2149308027C13280743 @default.
• W2149308027 hasConceptScore W2149308027C133710760 @default.
• W2149308027 hasConceptScore W2149308027C138885662 @default.
• W2149308027 hasConceptScore W2149308027C149782125 @default.
• W2149308027 hasConceptScore W2149308027C159877910 @default.
• W2149308027 hasConceptScore W2149308027C162324750 @default.
• W2149308027 hasConceptScore W2149308027C185798385 @default.
• W2149308027 hasConceptScore W2149308027C205649164 @default.
• W2149308027 hasConceptScore W2149308027C23922673 @default.
• W2149308027 hasConceptScore W2149308027C24574437 @default.
• W2149308027 hasConceptScore W2149308027C2778136018 @default.
• W2149308027 hasConceptScore W2149308027C33923547 @default.
• W2149308027 hasConceptScore W2149308027C41008148 @default.
• W2149308027 hasConceptScore W2149308027C63817138 @default.
• W2149308027 hasConceptScore W2149308027C91602232 @default.

• next