2 papers
cs.LG2023
Multivariate Scenario Generation of Day-Ahead Electricity Prices using Normalizing Flows
Hannes Hilger, Dirk Witthaut, Manuel Dahmen +3
Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving acc…
q-fin.ST2021
Complexity and Persistence of Price Time Series of the European Electricity Spot Market
Chengyuan Han, Hannes Hilger, Eva Mix +5
The large variability of renewable power sources is a central challenge in the transition to a sustainable energy system. Electricity markets are central for the coordination of el…