For a battery storage trading strategy in the German day-ahead market, ranking probabilistic forecasting models by empirical coverage at the trading hours yields higher average per-trade profits than ranking by pinball loss.
, author Ziel, F
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Ranking probabilistic forecasting models with different loss functions
For a battery storage trading strategy in the German day-ahead market, ranking probabilistic forecasting models by empirical coverage at the trading hours yields higher average per-trade profits than ranking by pinball loss.