Date

Jun 18 2021

Time

9:00 am - 10:00 am

Labels

ZOOM

Plenary – “Recent advances in electricity price forecasting: A 2020 perspective” (R. Weron)

Abstract: 

Electricity price forecasting (EPF) is a branch of energy forecasting on the interface between econometrics/statistics and engineering, which focuses on predicting the spot and forward prices in wholesale electricity markets.

Over the last 25 years, a variety of methods and ideas have been tried for EPF, with varying degrees of success.

In this talk I will review recent developments in this fascinating area, including (but not limited to) probabilistic forecasting, combining forecasts and deep learning.

The event is finished.