Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market …
W Li, DM Becker - Energy, 2021 - Elsevier
The availability of accurate day-ahead electricity price forecasts is pivotal for electricity
market participants. In the context of trade liberalisation and market harmonisation in the …
market participants. In the context of trade liberalisation and market harmonisation in the …
Putting renewable energy auctions into action–An agent-based model of onshore wind power auctions in Germany
V Anatolitis, M Welisch - Energy Policy, 2017 - Elsevier
The following analysis looks into auctions for renewable energy, specifically onshore wind
power in Germany. Following an agent-based modeling approach, the two most commonly …
power in Germany. Following an agent-based modeling approach, the two most commonly …
Co-evolutionary approach for strategic bidding in competitive electricity markets
Determining optimal bidding strategies in a competitive electricity market to maximize the
profit of each bidder is a challenging economic game problem. In this paper, it is formulated …
profit of each bidder is a challenging economic game problem. In this paper, it is formulated …
[HTML][HTML] Half-hourly electricity price prediction with a hybrid convolution neural network-random vector functional link deep learning approach
Digital technologies with predictive modelling capabilities are revolutionizing electricity
markets, especially in demand-side management. Accurate electricity price prediction is …
markets, especially in demand-side management. Accurate electricity price prediction is …
The importance of penalties and pre-qualifications
M Welisch - Economics of Energy & Environmental Policy, 2018 - JSTOR
This paper assesses the multi-technology auctions for Contracts for Difference (CfDs) in the
UK, with a special focus on how pre-qualifications and penalties affect bidders' behaviour …
UK, with a special focus on how pre-qualifications and penalties affect bidders' behaviour …
Analyzing frictions in generalized second-price auction markets
We investigate the role of frictions in determining the efficiency and bidding behavior in a
generalized second-price auction—the most preferred mechanism for sponsored-search …
generalized second-price auction—the most preferred mechanism for sponsored-search …
Multivariate probabilistic forecasting of electricity prices with trading applications
I Agakishiev, WK Härdle, K Kozmik… - Available at SSRN …, 2023 - papers.ssrn.com
A recently introduced approach is extended to probabilistic electricity price forecasting (EPF)
utilizing distributional artificial neural networks, based on a regularized distributional …
utilizing distributional artificial neural networks, based on a regularized distributional …
Using machine learning for modeling human behavior and analyzing friction in generalized second price auctions
Recent advances in technology have reduced frictions in various markets. In this research,
we specifically investigate the role of frictions in determining the efficiency and bidding …
we specifically investigate the role of frictions in determining the efficiency and bidding …
Transparency and explainability in financial data science
W Li - 2021 - ntnuopen.ntnu.no
Financial data science has experienced rapid developments in recent years with the
expansion of ever-growing data at an exponential rate. The proponents of data science …
expansion of ever-growing data at an exponential rate. The proponents of data science …
[PDF][PDF] Auctions for Renewable Energy in Europe-Model-based analysis and beyond
MG Welisch - 2018 - scholar.archive.org
This thesis provides insights into the comparatively little studied field of renewable energy
(RES) auctions. These insights are provided by three stand-alone modelling cases taking on …
(RES) auctions. These insights are provided by three stand-alone modelling cases taking on …