Trading on short-term path forecasts of intraday electricity prices
Tomasz Serafin, Grzegorz Marcjasz, Rafał Weron
Topics & Concepts
Offset (computer science)EconometricsElectricityTerm (time)Trading strategyEconomicsProbabilistic logicElectricity marketPath (computing)Computer scienceFinancial economicsEngineeringProgramming languageElectrical engineeringArtificial intelligencePhysicsQuantum mechanicsEnergy Load and Power ForecastingElectric Power System OptimizationMarket Dynamics and Volatility