Ehsani, Behdad; Pineau, Pierre-Olivier; Charlin, Laurent - 2023
Electricity price forecasting is a challenging task for decision-makers in deregulated power markets due to the … inherent characteristics of electricity prices, e.g., high frequency and volatility. Accordingly, we propose a novel hybrid … Deep Learning model to forecast one-step, two-step, and three-step ahead electricity prices based on a Convolutional Neural …