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...

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Bibliographic Details
Main Authors: Ronit Das, Rui Bo, Haotian Chen, Waqas Ur Rehman, Donald Wunsch
Format: Article
Language:English
Published: IEEE 2022-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9641818/