A conditional generative model, trained with the energy score and optionally a custom economic loss, produces multivariate intraday electricity price path forecasts that are statistically competitive with and economically slightly superior to two benchmark methods on 200 test days.
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Probabilistic intraday electricity price forecasting using generative machine learning
A conditional generative model, trained with the energy score and optionally a custom economic loss, produces multivariate intraday electricity price path forecasts that are statistically competitive with and economically slightly superior to two benchmark methods on 200 test days.