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Econometric modelling and forecasting of intraday electricity prices

Michał Narajewski, Florian Ziel

arXiv 21 Dec 2018 · Finance — Statistical Finance · publishedJournal of commodity markets (2019) · 111 citations (OpenAlex)

arXiv:1812.09081 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In the following paper, we analyse the ID$_3$-Price in the German Intraday Continuous electricity market using an econometric time series model. A multivariate approach is conducted for hourly and quarter-hourly products separately. We estimate the model using lasso and elastic net techniques and perform an out-of-sample, very short-term forecasting study. The model's performance is compared with benchmark models and is discussed in detail. Forecasting results provide new insights to the German Intraday Continuous electricity market regarding its efficiency and to the ID$_3$-Price behaviour.

Citation extraction

25
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distinct cited
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appendix boundary found by appendix_titled_section at “Appendix” · 75% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Uniejewski, B., G. Marcjasz, and R. Weron (2019) Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO1.000103100%
2Ziel, F (2016) Forecasting Electricity Spot Prices Using Lasso: On Capturing the Autoregressive Intraday Structure self1.00053100%
3Uniejewski, B., R. Weron, and F. Ziel (2018) Variance Stabilizing Transformations for Electricity Spot Price Forecasting0.81142100%
4Ziel, F. and R. Weron (2018) Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks self0.73732100%
5Kiesel, R. and F. Paraschiv (2017) Econometric analysis of 15-minute intraday electricity prices0.64422100%
6Tibshirani, R (1996) Regression Shrinkage and Selection via the Lasso0.64422100%
7Viehmann, J. (2017, Jun) (2017) State of the German Short-Term Power Market0.64422100%
8Zou, H. and T. Hastie (2005) Regularization and variable selection via the elastic net0.64422100%
9Diebold, F. and R. Mariano (1995) Comparing Predictive Accuracy0.64422100%
10Weron, R (2014) Electricity price forecasting: A review of the state-of-the-art with a look into the future0.64422100%

Showing the top 10 of 25 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution1.00063
2Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market0.84333
3Probabilistic Forecasting in Day-Ahead Electricity Markets: Simulating Peak and Off-Peak Prices0.40511