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Found 4 papers, 1 papers with code
Adaptive Conformal Predictions for Time Series
While recent works tackled this issue, we argue that Adaptive Conformal Inference (ACI, Gibbs and Cand{\`e}s, 2021), developed for distribution-shift time series, is a good procedure for time series with general dependency.
A survey of electricity spot and futures price models for risk management applications
This review presents the set of electricity price models proposed in the literature since the opening of power markets.
Price formation and optimal trading in intraday electricity markets with a major player
We study price formation in intraday electricity markets in the presence of intermittent renewable generation.
Price formation and optimal trading in intraday electricity markets
We develop a tractable equilibrium model for price formation in intraday electricity markets in the presence of intermittent renewable generation.
