From electricity prices to profits: multidimensional probabilistic forecasting for BESS trading

By Tomasz Weron, Katarzyna Maciejowska

Published 2026-06-20

Everscope rating

1616.2

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Multiple Split (MS) method with forecast averaging (MS-ave). Problem types: Time Series Forecasting, Probabilistic Forecasting, Risk Management, Optimization, Density Estimation.

arXiv:2608.26122 · Paper rankings

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