Bayesian Predictive Distributions for Imbalance Prices with Time-varying Factor Impacts

Journal

IEEE Transactions on Power Systems

Subject

Management Science and Operations

Publishing details

IEEE Transactions on Power Systems 2022 Vol 38:1 p 349-357

Authors / Editors

Bunn Derek W; Damien Paul; Lima Luana Marangon

Biographies

Bunn D W

Publication Year

2022

Keywords

Balancing market; Bayesian inference; Predictive Distributions; Pinball loss; Time-varying parameters.