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?"

4 / 4 papers shown

Title
Postprocessing of point predictions for probabilistic forecasting of electricity prices: Diversity matters Arkadiusz Lipiecki Bartosz Uniejewski R. Weron 19 0 0 02 Apr 2024
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices Jonathan Berrisch F. Ziel 11 11 0 17 Mar 2023
Distributional neural networks for electricity price forecasting Grzegorz Marcjasz Michał Narajewski R. Weron F. Ziel 27 52 0 06 Jul 2022
CRPS Learning Jonathan Berrisch F. Ziel 37 25 0 01 Feb 2021