Zobrazeno 1 - 10
of 556
pro vyhledávání: '"P. Ziel"'
Autor:
Zimmermann, Monika, Ziel, Florian
Accurate forecasts of the impact of spatial weather and pan-European socio-economic and political risks on hourly electricity demand for the mid-term horizon are crucial for strategic decision-making amidst the inherent uncertainty. Most importantly,
Externí odkaz:
http://arxiv.org/abs/2408.00507
Large-scale streaming data are common in modern machine learning applications and have led to the development of online learning algorithms. Many fields, such as supply chain management, weather and meteorology, energy markets, and finance, have pivo
Externí odkaz:
http://arxiv.org/abs/2407.08750
Autor:
Ghelasi, Paul, Ziel, Florian
The recent energy crisis starting in 2021 led to record-high gas, coal, carbon and power prices, with electricity reaching up to 40 times the pre-crisis average. This had dramatic consequences for operational and risk management prompting the need fo
Externí odkaz:
http://arxiv.org/abs/2406.00326
The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios for robus
Externí odkaz:
http://arxiv.org/abs/2405.19845
Autor:
Zimmermann, Monika, Ziel, Florian
Accurate mid-term (weeks to one year) hourly electricity load forecasts are essential for strategic decision-making in power plant operation, ensuring supply security and grid stability, and energy trading. While numerous models effectively predict s
Externí odkaz:
http://arxiv.org/abs/2405.17070
Autor:
Hirsch, Simon, Ziel, Florian
Intraday electricity markets play an increasingly important role in balancing the intermittent generation of renewable energy resources, which creates a need for accurate probabilistic price forecasts. However, research to date has focused on univari
Externí odkaz:
http://arxiv.org/abs/2306.13419
Autor:
Ghelasi, Paul, Ziel, Florian
Aggregated curves are common structures in economics and finance, and the most prominent examples are supply and demand curves. In this study, we exploit the fact that all aggregated curves have an intrinsic hierarchical structure, and thus hierarchi
Externí odkaz:
http://arxiv.org/abs/2305.16255
Autor:
Berrisch, Jonathan, Ziel, Florian
This paper presents a new method for combining (or aggregating or ensembling) multivariate probabilistic forecasts, considering dependencies between quantiles and marginals through a smoothing procedure that allows for online learning. We discuss two
Externí odkaz:
http://arxiv.org/abs/2303.10019
Autor:
Hirsch, Simon, Ziel, Florian
Publikováno v:
The Energy Journal (45) 3, 2024
During the last years, European intraday power markets have gained importance for balancing forecast errors due to the rising volumes of intermittent renewable generation. However, compared to day-ahead markets, the drivers for the intraday price pro
Externí odkaz:
http://arxiv.org/abs/2211.13002
We study the prices of European Emission Allowances (EUA), whereby we analyze their uncertainty and dependencies on related energy prices (natural gas, coal, and oil). We propose a probabilistic multivariate conditional time series model with a VECM-
Externí odkaz:
http://arxiv.org/abs/2208.14311