Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?

29 August 2023

Papers citing "Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?"

5 / 5 papers shown

Title
Distributional neural networks for electricity price forecasting Grzegorz Marcjasz Michał Narajewski R. Weron F. Ziel 58 55 0 06 Jul 2022
Forecast combinations: an over 50-year review Xiaoqian Wang Rob J. Hyndman Feng Li Yanfei Kang AI4TS 54 143 0 09 May 2022
CRPS Learning Jonathan Berrisch F. Ziel 88 27 0 01 Feb 2021
Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark J. Lago Grzegorz Marcjasz B. de Schutter R. Weron AI4TS 44 309 0 18 Aug 2020
Making and Evaluating Point Forecasts T. Gneiting 86 1,053 0 04 Dec 2009