Multivariate probabilistic forecasting of electricity prices with trading applications

Multivariate probabilistic forecasting of electricity prices with trading applications paper overview

Suggested citation

Härdle, Wolfgang Karl (2024). Multivariate probabilistic forecasting of electricity prices with trading applications. Q2 ecosystem. Available at https://quantinar.com/course/783/multivariate-probabilistic-forecasting-of-electricity-prices-with-trading-application or http://dx.doi.org/10.24818/IDA-CL/2024.56.

@misc{hrdle2024, author = {Härdle, Wolfgang Karl}, title = {Multivariate probabilistic forecasting of electricity prices with trading applications}, year = {2024}, howpublished = {Q2 ecosystem}, doi = {http://dx.doi.org/10.24818/IDA-CL/2024.56.}, url = {https://quantinar.com/course/783/multivariate-probabilistic-forecasting-of-electricity-prices-with-trading-application} }
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	Multivariate probabilistic forecasting of electricity prices with trading applications (pdf)	17.84 M

Supplementary material for the paper.

Ilyas Agakishiev

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