28 citations · 90 across the 6 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
q-fin.ST2022★ 28 cited
Modeling Volatility and Dependence of European Carbon and Energy Prices
Jonathan Berrisch, Sven Pappert, Florian Ziel +1
We study the prices of European Emission Allowances (EUA), whereby we analyze their uncertainty and dependencies on related energy prices (natural gas, coal, and oil). We propose a…
cs.LG2022★ 14 cited
High-Resolution Peak Demand Estimation Using Generalized Additive Models and Deep Neural Networks
Jonathan Berrisch, Michał Narajewski, Florian Ziel
This paper covers predicting high-resolution electricity peak demand features given lower-resolution data. This is a relevant setup as it answers whether limited higher-resolution…