no code implementations • 23 Jun 2023 • Simon Hirsch, Florian Ziel
We validate our approach in a simulation study for the German intraday electricity market and find that modelling the dependence structure improves the forecasting performance.
no code implementations • 23 Nov 2022 • Simon Hirsch, Florian Ziel
We validate our modelling by simulating price paths and compare the probabilistic forecasting performance of our model to benchmark models in a forecasting study for the German market.
