---
title: Multivariate Probabilistic Forecasting of Electricity Prices With Trading Applications
url: https://www.ml-quant.com/papers/ssrn/4527675/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4527675
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4527675
featured: 2023-08-02
citations: 5
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4527675
- Identifier: SSRN 4527675
- Released: 2023-07-19
- First featured: Quant Letter No. 10 (2023-08-02): https://www.ml-quant.com/issues/2023-08-02/
- Citations (Semantic Scholar): 5
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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