SSRNTrading, Microstructure & Execution
Multivariate Probabilistic Forecasting of Electricity Prices With Trading Applications
Research improves probabilistic electricity price forecasting using artificial neural networks, achieving similar results to benchmarks but with lower computational cost.
Featured in No. 10 on 2 Aug 2023 · 14 days after release · 5 citations today
- Released
- 19 Jul 2023
- First featured
- No. 10 · 2 Aug 2023
- Citations (Semantic Scholar)
- 5
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4527675
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).