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

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q-fin.ST2023★ 1 cited

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

Weronika Nitka, Rafał Weron

Probabilistic price forecasting has recently gained attention in power trading because decisions based on such predictions can yield significantly higher profits than those made wi…