• Multivariate scenario generation of day-ahead electricity prices using normalizing flows 

      Hilger, Hannes; Witthaut, Dirk; Dahmen, Manuel; Gorjão, Leonardo Rydin; Trebbien, Julius; Cramer, Eike (Peer reviewed; Journal article, 2024)
      Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving accurate forecasting models presents a difficult ...