Forecasting Nodal Price Difference Between Day-Ahead and Real-Time Electricity Markets Using Long-Short Term Memory and Sequence-to-Sequence Networks
Price forecasting is at the center of decision making in electricity markets. Much research has been done in forecasting energy prices for a single market while little research has been reported on forecasting price difference between markets, which presents higher volatility and yet plays a critica...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
IEEE
2022-01-01
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Series: | IEEE Access |
Subjects: | |
Online Access: | https://ieeexplore.ieee.org/document/9641818/ |