13 citations · 25 across the 5 of their papers we have counts for
Showing q-fin.STShow all
3 papers · 1 filter
q-fin.ST2026
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
Simon Hirsch, Florian Ziel
Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, t…
q-fin.ST2023★ 11 cited
Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
Simon Hirsch, Florian Ziel
Intraday electricity markets play an increasingly important role in balancing the intermittent generation of renewable energy resources, which creates a need for accurate probabili…
q-fin.ST2022★ 13 cited
Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution
Simon Hirsch, Florian Ziel
During the last years, European intraday power markets have gained importance for balancing forecast errors due to the rising volumes of intermittent renewable generation. However,…