Preprint
Oct 2026
A distributional modelling approach with application to electricity price forecasting
The increasing volatility of electricity prices driven by renewable energy integration, market shocks, and regulatory changes has reinforced the need for forecasting methods that go beyond point predictions and accurately describe the full conditional price distribution. This paper applies the Generalised Additive Mode...
A. Ciarreta, Peru Muniain, Ainhoa Zarraga
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