{"id":"W4224236046","doi":"10.1002/asmb.2681","title":"Prediction of electricity prices for non‐regulated markets based on a power transformed mean reverting process","year":2022,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Energy Load and Power Forecasting","field":"Engineering","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Stylized fact; Mean reversion; Econometrics; Electricity; Spot contract; Electricity market; Economics; Estimator; Volatility (finance); Electricity price forecasting; Jump process; Marginal likelihood; Jump; Statistics; Mathematics; Maximum likelihood; Financial economics; Futures contract","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001245186,0.0002537578,0.0003447805,0.0003721213,0.0001557235,0.0006302068,0.0006006841,0.0004769065,0.0009654661],"category_scores_gemma":[0.005356102,0.0001637205,0.0003380142,0.0003685756,0.00041799,0.0006628174,0.0001885596,0.0007713678,0.000145295],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007849502,"about_ca_system_score_gemma":0.0005366476,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01797909,"about_ca_topic_score_gemma":0.01175396,"domain_scores_codex":[0.999747,0.0001049745,0.00001162847,0.00004673691,0.0000660801,0.0000235955],"domain_scores_gemma":[0.99813,0.001348218,0.00020338,0.00009825728,0.0001701377,0.00005007056],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001272393,0.00008606273,0.01247516,0.00001763482,0.0000317662,0.0001742602,0.00004681845,0.9689574,0.003068363,0.005125407,0.0002869836,0.009603024],"study_design_scores_gemma":[0.000002611996,0.00000575507,0.001444871,3.198049e-7,9.592569e-7,0.000004243102,0.000001992248,0.9979045,0.0002143471,0.0004043562,0.00001405843,0.00000193468],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9082315,0.00002635638,0.09038462,0.0001052301,0.00001310789,0.00002517269,0.00009103384,0.000147656,0.0009752616],"genre_scores_gemma":[0.9971412,0.000007777611,0.00261541,0.00000399162,0.000001677423,0.000003723541,0.00004472361,0.000004880668,0.0001766564],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01797909,"threshold_uncertainty_score":0.0357489,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01632937040196663,"score_gpt":0.2034776217929622,"score_spread":0.1871482513909955,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}