A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market
This paper applies a multi-factor, stochastic latent moment model to predicting the imbalance volumes in the Austrian zone of the German/Austrian electricity market. This provides a density forecast whose shape is determined by the flexible skew-t distribution, the first three moments of which are e...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-10-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1996-1073/11/10/2658 |