An evaluation of Deep Learning for directional electricity price spread forecasting : in the Nord Pool bidding area SE3
Commonly, the day-ahead and intraday market on the electricity exchange are treated separately in academia. However, a model that forecasts the direction of the price spread between these two markets creates an opportunity for a market participant to leverage the price spread. In the neighbouring do...
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| Format: | Others |
| Language: | English |
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KTH, Skolan för elektroteknik och datavetenskap (EECS)
2021
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-303505 |