Probabilistic Forecasting of Day-Ahead Electricity Prices and their Volatility with LSTMs

Julius Trebbien, Sebastian Pütz, Benjamin Schäfer 0001, Heidi S. Nygård, Leonardo Rydin Gorjão, Dirk Witthaut. Probabilistic Forecasting of Day-Ahead Electricity Prices and their Volatility with LSTMs. In IEEE PES Innovative Smart Grid Technologies Europe, ISGT EUROPE 2023, Grenoble, France, October 23-26, 2023. pages 1-5, IEEE, 2023. [doi]

Abstract

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