Publications
- Marcjasz, Grzegorz; Narajewski, Michał; Weron, Rafał; Ziel, Florian: Distributional neural networks for electricity price forecasting. In: Energy Economics (2023). CitationDetails
- Sgarlato, Raffaele; Ziel, Florian: The Role of Weather Predictions in Electricity Price Forecasting Beyond the Day-Ahead Horizon. In: IEEE Transactions on Power Systems, Vol 38 (2023) No 3, p. 2500-2511. doi:10.1109/TPWRS.2022.3180119CitationDetails
- Hirsch, Simon; Ziel, Florian: Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution. In: The Energy Journal (2023). CitationDetails
- Berrisch, Jonathan; Narajewski, Michal; Ziel, Florian: High-resolution peak demand estimation using generalized additive models and deep neural networks. In: Energy and AI, Vol 13 (2023), p. 100236. Full textCitationDetails
- Berrisch, Jonathan; Pappert, Sven; Ziel, Florian; Arsova, Antonia: Modeling volatility and dependence of European carbon and energy prices. In: Finance Research Letters, Vol 52 (2023), p. 103503. doi:10.1016/j.frl.2022.103503Full textCitationDetails
- Berrisch, Jonathan; Ziel, Florian: Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. In: arXiv preprint arXiv:2303.10019 (2023). CitationDetails
- Ghelasi, Paul; Ziel, Florian: Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. In: International Journal of Forecasting (2022). doi:10.1016/j.ijforecast.2022.11.004CitationDetails
- Finnah, Benedikt; Gönsch, Jochen; Ziel, Florian: Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming. In: European Journal of Operations Research, Vol 301 (2022) No 2, p. 726-746. CitationDetails
- Narajewski, Michal; Ziel, Florian: Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs. In: Energy Economics, Vol 110 (2022). doi:10.1016/j.eneco.2022.105974CitationDetails
- Ziel, Florian: Smoothed Bernstein Online Aggregation for Short-Term Load Forecasting in IEEE DataPort Competition on Day-Ahead Electricity Demand Forecasting: Post-COVID Paradigm. In: IEEE Open Access Journal of Power and Energy, Vol 1 (2022) No 1. doi:10.1109/OAJPE.2022.3160933CitationDetails
- Berrisch, Jonathan; Ziel, Florian: Distributional modeling and forecasting of natural gas prices. In: Journal of Forecasting, Vol 41 (2022), p. 1065-1086. doi:10.1002/for.2853Full textCitationDetails
- Berrisch, Jonathan; Ziel, Florian: CRPS Learning. In: Journal of Econometrics (forthcoming) (2021). doi:10.1016/j.jeconom.2021.11.008Full textCitationDetails
- Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios; Babai, Mohamed Zied; Barrow, Devon K.; Taieb, Souhaib Ben; Bergmeir, Christoph; . . .; Winkler, Robert L.; Yusupova, Alisa; Ziel, Florian: Forecasting: theory and practice. In: International Journal of Forecasting (2021). CitationDetails
- Ziel, Florian: M5 Competition Uncertainty: Overdispersion, distributional forecasting, GAMLSS and beyond.. In: International Journal of Forecasting (2021). doi:10.1016/j.ijforecast.2021.09.008CitationDetails
- Gonzalez, Paula; Brayshaw, David; Ziel, Florian: A new approach to subseasonal multi-model forecasting: Online prediction with expert advice.. In: Quarterly Journal of the Royal Meteorological Society (2021). doi:10.1002/qj.4177CitationDetails
- Rostami-Tabar, Bahman; Ziel, Florian: Anticipating special events in Emergency Department forecasting. In: International Journal of Forecasting (2021). doi:10.1016/j.ijforecast.2020.01.001Full textCitationDetails
- Narajewski, Michal; Kley-Holsteg, Jens; Ziel, Florian: tsrobprep – an R package for robust preprocessing of time series data.. In: SoftwareX, Vol 16 (2021). doi:10.1016/j.softx.2021.100809CitationDetails
- Christopher Kath, Florian Ziel: Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets. In: International Journal of Forecasting, Vol 37 (2021) No 2, p. 777-799. doi:10.1016/j.ijforecast.2020.09.006Full textCitationDetails
- Furtwängler, Christian; Weber, Christoph; Ziel, Florian: Uncertainties in Energy and Electricity Markets: An Introduction. In: Economics of Energy & Environmental Policy (2021). CitationDetails
- Kulakov, Sergei; Ziel, Florian: The impact of renewable energy forecasts on intraday electricity prices. In: Economics of Energy & Environmental Policy (2021). doi:10.5547/2160-5890.10.1.skulFull textCitationDetails
- Ziel, Florian: The energy distance for ensemble and scenario reduction. In: Philosophical Transactions A, Vol 379 (2021) No 2202. doi:10.1098/rsta.2019.0431Full textCitationDetails
- Narajewski, Michal; Ziel, Florian: Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. In: Applied Energy (2020). doi:10.1016/j.apenergy.2020.115801Full textCitationDetails
- Kley-Holsteg, Jens; Ziel, Florian: Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso. In: Journal of Water Resources Planning and Management, Vol 146 (2020) No 10. doi:10.1061/(ASCE)WR.1943-5452.0001268Full textCitationDetails
- Muniain, Peru; Ziel, Florian: Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices. In: International Journal of Forecasting, Vol 36 (2020) No 4, p. 1193-1210. doi:10.1016/j.ijforecast.2019.11.006Full textCitationDetails
- Narajewski, Michal; Ziel, Florian: Changes in Electricity Demand Pattern in Europe Due to COVID-19 Shutdowns. In: IAEE Energy Forum (2020), p. 44-47. PDFFull textCitationDetails
- Ziel, Florian: Load Nowcasting: Predicting Actuals with Limited Data. In: Energies, Vol 13 (2020) No 6. doi:10.3390/en13061443PDFFull textCitationDetails
- Narajewski, Michal; Ziel, Florian: Econometric modelling and forecasting of intraday electricity prices. In: Journal of Commodity Markets, Vol 19 (2020) No 4. doi:10.1016/j.jcomm.2019.100107PDFFull textCitationDetails
- Narajewski, Michal; Ziel, Florian: Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. In: Energies, Vol 12 (2019) No 23. doi:10.3390/en12234518PDFFull textCitationDetails
- Florian Ziel, Kevin Berk: Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules. 2019. Full textCitationDetails
- Sergei Kulakov, Florian Ziel: Determining the Demand Elasticity in a Wholesale Electricity Market. Full textCitationDetails
- Haben, Stephen; Giasemidis, Georgios; Ziel, Florian; Arora, Siddharth: Short term load forecasting and the effect of temperature at the low voltage level. In: International Journal of Forecasting (2018). Full textCitationDetails
- Christopher Kath, Florian Ziel: The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. In: Energy Economics, Vol 76 (2018), p. 411-423. doi:10.1016/j.eneco.2018.10.005Full textCitationDetails
- Peru Muniain, Florian Ziel: Probabilistic forecasting and simulation of electricity prices. Full textCitationDetails
- Florian Ziel, Rick Steinert: Probabilistic mid- and long-term electricity price forecasting. In: Renewable and Sustainable Energy Reviews, Vol 94 (2018), p. 251-266. doi:10.1016/j.rser.2018.05.038Full textCitationDetails
- Ziel, Florian: Quantile Regression for Qualifying Match of GEFCom2017 Probabilistic Load Forecasting. In: International Journal of Forecasting (2018). doi:10.1016/j.ijforecast.2018.07.004CitationDetails
- Rick Steinert, Florian Ziel: Short-to Mid-term Day-Ahead Electricity Price Forecasting Using Futures. In: The Energy Journal (2018). doi:10.5547/01956574.40.1.rsteCitationDetails
- Ziel, Florian: Modeling public holidays in load forecasting: a German case study. In: Journal of Modern Power Systems and Clean Energy, Vol 6 (2018) No 2, p. 191-207. Full textCitationDetails
- Florian Ziel, Rafal Weron: Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. In: Energy Economics, Vol 70 (2018), p. 396-420. doi:10.1016/j.eneco.2017.12.016Full textCitationDetails
- Uniejewski, Bartosz; Weron, Rafal; Ziel, Florian: Variance Stabilizing Transformations for Electricity Spot Price Forecasting. In: IEEE Transactions on Power Systems, Vol 99 (2017) No 1. doi:10.1109/TPWRS.2017.2734563Full textCitationDetails
- Yunusov, Timur; Haben, Stephen; Lee, Tamsin; Ziel, Florian; Holderbaum, William; Potter, Ben: Evaluating the effectiveness of storage control in reducing peak demand on low voltage feeders. In: 24th International Conference & Exhibition on Electricity Distribution (CIRED). IET, 2017. doi:10.1049/oap-cired.2017.0626CitationDetails
- Ziel, Florian: Modeling the impact of wind and solar power forecasting errors on intraday electricity prices. In: 14th International Conference on the European Energy Market (EEM 2017). IEEE, 2017. doi:10.1109/EEM.2017.7981900Full textCitationDetails
- Ziel, Florian: Forecasting Electricity Spot Prices Using Lasso: On Capturing the Autoregressive Intraday Structure. In: IEEE Transactions on Power Systems, Vol 31 (2016) No 6, p. 4977-4987. doi:10.1109/TPWRS.2016.2521545Full textCitationDetails
- Ziel, Florian; Croonenbroeck, Carsten; Ambach, Daniel: Forecasting wind power - Modeling periodic and non-linear effects under conditional heteroscedasticity. In: Applied Energy, Vol 177 (2016), p. 285-297. doi:10.1016/j.apenergy.2016.05.111Full textCitationDetails
- Florian Ziel, Rick Steinert: Electricity price forecasting using sale and purchase curves: The X-Model. In: Energy Economics, Vol 59 (2016), p. 435-454. doi:10.1016/j.eneco.2016.08.008Full textCitationDetails
- Ziel, Florian: Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. In: Computational Statistics & Data Analysis, Vol 100 (2016), p. 773-793. doi:10.1016/j.csda.2015.11.016Full textCitationDetails
- Florian Ziel, Bidong Liu: Lasso estimation for GEFCom2014 probabilistic electric load forecasting. In: International Journal of Forecasting, Vol 32 (2016) No 3, p. 1029-1037. doi:10.1016/j.ijforecast.2016.01.001Full textCitationDetails
- Ziel, Florian: Modelling and forecasting electricity load using lasso methods. In: Modern Electric Power Systems (MEPS), 2015. IEEE, 2016, p. 1-6. doi: 10.1109/MEPS.2015.7477217Full textCitationDetails
- Ziel, Florian; Steinert, Rick; Husmann, Sven: Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. In: Energy Economics, Vol 51 (2015), p. 430-444. doi:10.1016/j.eneco.2015.08.005Full textCitationDetails
- Ziel, Florian: Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series. In: Steland, A.; Rafajłowicz, E.; Szajowski, K. (Ed.): Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics. Springer, 2015, p. 207-214. doi:10.1007/978-3-319-13881-7_23Full textCitationDetails
- Ziel, Florian; Steinert, Rick; Husmann, Sven: Efficient modeling and forecasting of electricity spot prices. In: Energy Economics, Vol 47 (2015), p. 98-111. doi:10.1016/j.eneco.2014.10.012Full textCitationDetails
Software
CombinePortfolio R-package maintainer