An extreme bias-penalized forecast combination approach to commodity price forecasting.

Yifei Zhang Jue Wang Lean Yu Shouyang Wang

Published in: Inf. Sci. (2022)

Keyphrases

short term
least squares
market clearing
maximum likelihood
information retrieval
artificial intelligence
loss function
electricity markets
forecasting accuracy
crude oil
database
real time
data sets
trade off
model selection
forecasting model