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Redouane Silvente

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#machine learning Preprint Jan 2026

Parametric and Generative Forecasts of EPEX Day-Ahead Energy Market Curves

Two methodologies for modelling aggregated supply and demand curves in the EPEX SPOT Day-Ahead market are proposed, emphasizing generative models as a way to recover distributional variability and a low-dimensional parametric representation that yields deterministic point forecasts.

Julian Gutierrez, Redouane Silvente · 0 citations