2 papers
cs.LG2026
Parametric and Generative Forecasts of EPEX Day-Ahead Energy Market Curves
Julian Gutierrez, Redouane Silvente
We propose two methodologies for modelling aggregated supply and demand curves in the EPEX SPOT Day-Ahead market, emphasizing generative models as a way to recover distributional v…
q-fin.MF2024
Price impact and long-term profitability of energy storage
Roxana Dumitrescu, Redouane Silvente, Peter Tankov
We study the price impact of storage facilities in electricity markets and analyze the long-term profitability of these facilities in prospective scenarios of energy transition. To…