Forecasting imbalance price densities with statistical methods and neural networks

Journal

IEEE Transactions on Energy Markets, Policy and Regulation

Subject

Management Science and Operations

Publishing details

IEEE Transactions on Energy Markets, Policy and Regulation 2024 Vol 2:1 p 30-39

Authors / Editors

Ganesh V N; Bunn D

Biographies

Bunn D W

Publication Year

2024

Keywords

Imbalance prices; Neural networks; RNN; LSTM; GRU; TFT; N-BEATS; Predictive densities