Introduction
Electricity price forecasting has become increasingly complex due to the growing integration of renewable energy sources, whose weather-dependent generation introduces significant volatility and non-linear dynamics into power markets. Probabilistic forecasting is essential in this domain because the uncertainty itself evolves over time, periods with high renewable generation...
Electricity price forecasting is crucial for decision-making in energy markets and the operation of energy assets. Probabilistic forecasts are increasingly adopted because they explicitly quantify uncertainty. In many applications, probabilistic forecasts are either issued as quantile predictions, which describe the marginals, or as ensembles (or scenarios) of the full predictive distribution....
