Electricity Price Forecasting based on Order Books: a differentiable optimization approach

Author:

Tschora Léonard1,Guns Tias2,Pierre Erwan3,Plantevit Marc4,Robardet Céline1

Affiliation:

1. Univ Lyon, INSA Lyon, LIRIS, UMR5205 BCM Energy,Lyon,France,F69003

2. KU Leuven,Leuven,Belgium

3. BCM Energy,Lyon,France,F69003

4. EPITA Research Laboratory (LRE),Le Kremlin-Bicêtre,France,FR-94276

Publisher

IEEE

Reference37 articles.

1. A statistical approach for interval forecasting of the electricity price;zhao;Power Systems IEEE Transactions on,2008

2. Interior point solving for LP-based prediction+optimisation;mandi;Conference on Neural Information Processing Systems,2020

3. Electricity price forecasting using Support Vector Machines by considering oil and natural gas price impacts

4. Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization

5. Day-ahead price forecasting for the Spanish electricity market;miralles;Instituto de Ingenieria del Conocimiento and Universidad Autonoma de Madrid Tech Rep,2019

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