Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices Jan 2024Published byInternational Journal of ForecastingSummaryjournal-article
High-resolution peak demand estimation using generalized additive models and deep neural networks Jan 2023Published byEnergy and AISummaryjournal-article
Modeling volatility and dependence of European carbon and energy prices Jan 2023Published byFinance Research LettersSummaryjournal-article
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices Jan 2023Summarypreprint
Distributional modeling and forecasting of natural gas prices Jan 2022Published byJournal of ForecastingSummaryjournal-article