Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?
Fiche du document
Auteurs
Date
29 août 2023
Discipline
Type de document
Périmètre
Identifiant
- 2308.15443
Source
Collection
Organisation
Mots-clés
Quantitative Finance - Statistical Finance Economics - Econometrics Statistics - Computation Statistics - Machine Learning 60G25, 62M45, 62P20, 91B84, 91-08 G.3 I.6 J.4Sujets proches
Prediction Forecasts FuturologyCiter ce document
Weronika Nitka et al., « Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding? », arXiv - économie
