Personensuche
Personensuche
Es wurde 1 Person gefunden.
WiWi / IBES
Anschrift
Universitätsstr 11
45117 Essen
45117 Essen
Raum
R11 T07 C15
Telefon
E-Mail
Webseite
Funktionen
-
Gruppe der Hochschullehrerinnen und Hochschullehrer, Fakultätsrat
-
Juniorprofessor/in, Juniorprofessur für Umweltökonomik, insbesondere Ökonomik erneuerbarer Energien
Aktuelle Veranstaltungen
-
2024 WS
- Econometrics of Electricity Markets
- Energy Forecasting Competition
- Advanced Forecasting in Energy Markets
- Umweltökonomik und erneuerbare Energien (Übung)
- Umweltökonomik und erneuerbare Energien
- Econometrics of Electricity Markets (Übung)
- Umweltökonomik und erneuerbare Energien
- E3 - WiWi - Umweltökonomik und erneuerbare Energien - Cr. 6-6
Vergangene Veranstaltungen (max. 10)
-
2024 SS
-
2023 WS
Die folgenden Publikationen sind in der Online-Universitätsbibliographie der Universität Duisburg-Essen verzeichnet. Weitere Informationen finden Sie gegebenenfalls auch auf den persönlichen Webseiten der Person.
-
Agent based modeling for intraday electricity marketsIn: Opsearch (2024) in pressOnline Volltext: dx.doi.org/ (Open Access)
-
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctionsIn: International Journal of Forecasting Jg. 40 (2024) Nr. 2, S. 581 - 596Online Volltext: dx.doi.org/ (Open Access)
-
Multivariate probabilistic CRPS learning with an application to day-ahead electricity pricesIn: International Journal of Forecasting Jg. 40 (2024) Nr. 4, S. 1568 - 1586Online Volltext: dx.doi.org/ (Open Access)
-
Multivariate simulation-based forecasting for intraday power markets : Modeling cross-product price effectsIn: Applied Stochastic Models in Business and Industry (2024) in pressOnline Volltext: dx.doi.org/ (Open Access)
-
Simulation-based Forecasting for Intraday Power Markets : Modelling Fundamental Drivers for Location, Shape and Scale of the Price DistributionIn: The Energy Journal Jg. 45 (2024) Nr. 3, S. 87 - 124Online Volltext: dx.doi.org/ (Open Access)
-
Water Demand Forecasting Based on Online Aggregation for District Meter Areas-Specific Adaption
The 3rd International Joint Conference on Water Distribution Systems Analysis & Computing and Control for the Water Industry (WDSA/CCWI 2024): 1–4 July 2024; Ferrara, Italy,In: Engineering Proceedings Jg. 69 (2024) Nr. 1, 15Online Volltext: dx.doi.org/ (Open Access) -
CRPS learningIn: Journal of Econometrics Jg. 237 (2023) Nr. 2, Part C, 105221Online Volltext: dx.doi.org/ (Open Access)
-
Distributional neural networks for electricity price forecastingIn: Energy Economics Jg. 125 (2023) 106843Online Volltext: dx.doi.org/ (Open Access)
-
High-resolution peak demand estimation using generalized additive models and deep neural networksIn: Energy and AI Jg. 13 (2023) 100236Online Volltext: dx.doi.org/ (Open Access)
-
Modeling volatility and dependence of European carbon and energy pricesIn: Finance Research Letters Jg. 52 (2023) 103503Online Volltext: dx.doi.org/ (Open Access)
-
Probabilistic Intraday Wastewater Treatment Plant Inflow Forecast Utilizing Rain Forecast Data and Sewer Network Sensor DataIn: Water Resources Research Jg. 59 (2023) Nr. 11, e2022WR033826Online Volltext: dx.doi.org/ (Open Access)
-
The Role of Weather Predictions in Electricity Price Forecasting Beyond the Day-Ahead HorizonIn: IEEE Transactions on Power Systems (T-PWRS) Jg. 38 (2023) Nr. 3, S. 2500 - 2511Online Volltext: dx.doi.org/ (Open Access)
-
Validierte Daten : Essenzieller Baustein im DatenwertschöpfungsprozessIn: GWF: Wasser, Abwasser Jg. 2023 (2023) Nr. 2, S. 69 - 74
-
Anticipating special events in emergency department forecastingIn: International Journal of Forecasting Jg. 38 (2022) Nr. 3, S. 1197 - 1213Online Volltext: dx.doi.org/ (Open Access)
-
Distributional modeling and forecasting of natural gas pricesIn: Journal of Forecasting Jg. 41 (2022) Nr. 6, S. 1065 - 1086Online Volltext: dx.doi.org/ Online Volltext (Open Access)
-
Event-Based Evaluation of Electricity Price Ensemble ForecastsIn: Forecasting Jg. 4 (2022) Nr. 1, S. 51 - 71Online Volltext: dx.doi.org/ (Open Access)
-
Forecasting : Theory and PracticeIn: International Journal of Forecasting Jg. 38 (2022) Nr. 3, S. 705 - 871Online Volltext: dx.doi.org/ (Open Access)
-
Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programmingIn: European Journal of Operational Research (EJOR) Jg. 301 (2022) Nr. 2, S. 726 - 746Online Volltext: dx.doi.org/ (Open Access)
-
M5 competition uncertainty : Overdispersion, distributional forecasting, GAMLSS, and beyondIn: International Journal of Forecasting Jg. 38 (2022) Nr. 4, S. 1546 - 1554Online Volltext: dx.doi.org/ (Open Access)
-
Optimal bidding in hourly and quarter-hourly electricity price auctions : Trading large volumes of power with market impact and transaction costsIn: Energy Economics Jg. 110 (2022) 105974Online Volltext: dx.doi.org/ (Open Access)
-
Smoothed Bernstein Online Aggregation for Short-Term Load Forecasting in IEEE DataPort Competition on Day-Ahead Electricity Demand Forecasting : Post-COVID ParadigmIn: IEEE Open Access Journal of Power and Energy Jg. 9 (2022) S. 202 - 212Online Volltext: dx.doi.org/ Online Volltext (Open Access)
-
A new approach to extended-range multimodel forecasting : Sequential learning algorithmsIn: Quarterly Journal of the Royal Meteorological Society Jg. 147 (2021) Nr. 741, S. 4269 - 4282Online Volltext: dx.doi.org/ (Open Access)
-
Conformal prediction interval estimation and applications to day-ahead and intraday power marketsIn: International Journal of Forecasting Jg. 37 (2021) Nr. 2, S. 777 - 799Online Volltext: dx.doi.org/ (Open Access)
-
The energy distance for ensemble and scenario reductionIn: Philosophical Transactions of the Royal Society of London A: Mathematical, Physical and Engineering Sciences Jg. 379 (2021) Nr. 2202, S. 20190431Online Volltext: dx.doi.org/ (Open Access)
-
The impact of renewable energy forecasts on intraday electricity pricesIn: Economics of Energy & Environmental Policy Jg. 10 (2021) Nr. 1, S. 79 - 104Online Volltext: dx.doi.org/ (Open Access)
-
Uncertainties in Energy and Electricity Markets : An IntroductionIn: Economics of Energy & Environmental Policy Jg. 10 (2021) Nr. 1, S. 1 - 3
-
tsrobprep : An R package for robust preprocessing of time series dataIn: SoftwareX Jg. 16 (2021) 100809Online Volltext: dx.doi.org/ Online Volltext (Open Access)
-
Changes in Electricity Demand Pattern in Europe Due to COVID-19 ShutdownsIn: IAEE Energy Forum (formerly: IAEE Newsletter) Jg. 29 (2020) Nr. Covid-19 Special Issue 2020, S. 44 - 47
-
Econometric modelling and forecasting of intraday electricity pricesIn: Journal of Commodity Markets (JCM) Jg. 19 (2020) 100107Online Volltext: dx.doi.org/ (Open Access)
-
Ensemble forecasting for intraday electricity prices : Simulating trajectoriesIn: Applied Energy Jg. 279 (2020) S. 115801Online Volltext: dx.doi.org/ (Open Access)
-
Load nowcasting : Predicting actuals with limited dataIn: Energies Jg. 13 (2020) Nr. 6, S. 1443Online Volltext: dx.doi.org/ (Open Access)
-
Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with LassoIn: Journal of Water Resources Planning and Management Jg. 146 (2020) Nr. 10, S. 04020077Online Volltext: dx.doi.org/ (Open Access)
-
Probabilistic forecasting in day-ahead electricity markets : Simulating peak and off-peak pricesIn: International Journal of Forecasting Jg. 36 (2020) Nr. 4, S. 1193 - 1210Online Volltext: dx.doi.org/ (Open Access)
-
Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity MarketsIn: Energies Jg. 12 (2019) Nr. 23, S. 4518Online Volltext: dx.doi.org/ (Open Access)
-
Quantile regression for the qualifying match of GEFCom2017 probabilistic load forecastingIn: International Journal of Forecasting Jg. 35 (2019) Nr. 4, S. 1400 - 1408Online Volltext: dx.doi.org/ (Open Access)
-
Short term load forecasting and the effect of temperature at the low voltage levelIn: International Journal of Forecasting Jg. 35 (2019) Nr. 4, S. 1469 - 1484Online Volltext: dx.doi.org/ (Open Access)
-
Short- to mid-term day-ahead electricity price forecasting using futuresIn: The Energy Journal Jg. 40 (2019) S. 105 - 127Online Volltext: dx.doi.org/ (Open Access)
-
Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworksIn: Energy Economics Jg. 70 (2018) S. 396 - 420Online Volltext: dx.doi.org/ (Open Access)
-
Modeling public holidays in load forecasting: a German case studyIn: Journal of Modern Power Systems and Clean Energy (MPCE) Jg. 6 (2018) Nr. 2, S. 191 - 207Online Volltext: dx.doi.org/ (Open Access)
-
Probabilistic mid- and long-term electricity price forecastingIn: Renewable and Sustainable Energy Reviews Jg. 94 (2018) S. 251 - 266Online Volltext: dx.doi.org/ (Open Access)
-
The value of forecasts : Quantifying the economic gains of accurate quarter-hourly electricity price forecastsIn: Energy Economics Jg. 76 (2018) S. 411 - 423Online Volltext: dx.doi.org/ (Open Access)
-
Variance Stabilizing Transformations for Electricity Spot Price ForecastingIn: IEEE Transactions on Power Systems (T-PWRS) Jg. 33 (2018) Nr. 2, S. 2219 - 2229Online Volltext: dx.doi.org/ Online Volltext (Open Access)
-
Evaluating the effectiveness of storage control in reducing peak demand on low-voltage feedersIn: CIRED: Open Access Proceedings Journal Jg. 2017 (2017) Nr. 1, S. 1745 - 1749Online Volltext: dx.doi.org/ (Open Access)
-
Electricity price forecasting using sale and purchase curves: The X-ModelIn: Energy Economics Jg. 59 (2016) S. 435 - 454Online Volltext: dx.doi.org/ (Open Access)
-
Forecasting Electricity Spot Prices Using Lasso: On Capturing the Autoregressive Intraday StructureIn: IEEE Transactions on Power Systems (T-PWRS) Jg. 31 (2016) Nr. 6, S. 4977 - 4987Online Volltext: dx.doi.org/ (Open Access)
-
Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticityIn: Applied Energy Jg. 177 (2016) S. 285 - 297Online Volltext: dx.doi.org/ (Open Access)
-
Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processesIn: Computational Statistics & Data Analysis Jg. 100 (2016) S. 773 - 793Online Volltext: dx.doi.org/ (Open Access)
-
Lasso estimation for GEFCom2014 probabilistic electric load forecastingIn: International Journal of Forecasting Jg. 32 (2016) Nr. 3, S. 1029 - 1037Online Volltext: dx.doi.org/ (Open Access)
-
Efficient modeling and forecasting of electricity spot pricesIn: Energy Economics Jg. 47 (2015) S. 98 - 111Online Volltext: dx.doi.org/ (Open Access)
-
Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity marketsIn: Energy Economics Jg. 51 (2015) S. 430 - 444Online Volltext: dx.doi.org/ (Open Access)
-
Optimal Order Execution in Intraday Markets : Minimizing Costs in Trade Trajectories(2020)Online Volltext: dx.doi.org/ (Open Access)
-
Determining Fundamental Supply and Demand Curves in a Wholesale Electricity Market(2019)(Open Access)
-
Multivariate Forecasting Evaluation : On Sensitive and Strictly Proper Scoring Rules(2019) 50 S.(Open Access)
-
Electricity Price Forecasting with Principal Component-Guided Sparse RegressionIn: 2024 20th International Conference on the European Energy Market (EEM) / International Conference on European Electricity Market, EEM, 10-12 June 2024, Istanbul, Turkiye 2024Online Volltext: dx.doi.org/
-
Optimising Water Supply : Application of Probabilistic Deep Neural Networks to Forecast Water Demand in the Short TermIn: AI in Business and Economics / Lausberg, Isabel; Vogelsang, Michael (Hrsg.) 2024, S. 243 - 256Online Volltext: dx.doi.org/ (Open Access)
-
Modeling the impact of wind and solar power forecasting errors on intraday electricity pricesIn: International Conference on the European Energy Market, EEM / 14th International Conference on the European Energy Market, EEM 2017; Dresden; Germany; 6 June 2017 through 9 June 2017 2017, S. 7981900Online Volltext: dx.doi.org/
-
Modelling and forecasting electricity load using lasso methodsIn: Proceedings - International Conference on Modern Electric Power Systems, MEPS 2015 / 5th International Conference MEPS'15 Modern Electric Power Systems; 2015.07.06-09; Wroclaw, Poland 2015Online Volltext: dx.doi.org/
-
Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time SeriesIn: Stochastic Models, Statistics and Their Applications / 12th Workshop onStochastic Models, Statistics and Their Applications; February 2015; Wrocław, Poland 2015, S. 207 - 214Online Volltext: dx.doi.org/
-
Incorporating Weather Forecasts into Short-Term Water Demand Prediction using Probabilistic Deep Learning with Long Short-Term Memory NetworksIn: Abstracts & Presentations :: EGU General Assembly 2023 / EGU General Assembly 2023, Vienna, Austria & Online, 23–28 April 2023 (2023) S. EGU23 - 5731Online Volltext: dx.doi.org/
-
Probabilistic water demand forecasting focussing on the impact of climate change and the quantification of uncertainties in the short- and mid-term
EGU General Assembly 2022; Vienna, Austria; 23–27 May 2022,Vienna, Austria (2022)Online Volltext: dx.doi.org/ (Open Access)