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03/17/2023
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
This paper presents a new method for combining (or aggregating or ensemb...
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08/30/2022
Modeling Volatility and Dependence of European Carbon and Energy Prices
We study the prices of European Emission Allowances (EUA), whereby we an...
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03/07/2022
High-Resolution Peak Demand Estimation Using Generalized Additive Models and Deep Neural Networks
This paper presents a method for estimating high-resolution electricity ...
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02/01/2021
CRPS Learning
Combination and aggregation techniques can improve forecast accuracy sub...
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10/13/2020