Probabilistic Forecasting of Day-Ahead Electricity Prices and their Volatility with LSTMs.
Julius TrebbienSebastian PützBenjamin SchäferHeidi S. NygårdLeonardo Rydin GorjãoDirk WitthautPublished in: ISGT EUROPE (2023)
Keyphrases
- electricity markets
- market clearing
- short term
- market prices
- stock market
- electric power
- wind power
- market participants
- unit commitment
- long term
- garch model
- software agents
- financial time series
- power generation
- load forecasting
- exchange rate
- stock price
- probabilistic model
- bidding strategies
- technical indicators
- generative model
- auction mechanisms
- competitive market
- electricity consumption
- bayesian networks
- uncertain data
- neural network
- wind speed
- financial crisis