Published: 21 August 2018| Version 3 | DOI: 10.17632/2trdgv8wrp.3
Complementary data package for reproduction of results reported in "The value of forecasts - Quantifying the economic gains of accurate quarter-hourly forecasts" by Christopher Kath & Florian Ziel.
Steps to reproduce
See read-me file for further information.
Energy Economics, Modeling of Portfolios, Portfolio Theory, Price Forecasting