Beyond skill scores: exploring sub‐seasonal forecast value through a case‐study of French month‐ahead energy prediction
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DOI: 10.1002/qj.3863
Abstract: We quantify the value of sub‐seasonal forecasts for a real‐world prediction problem: the forecasting of French month‐ahead energy demand. Using surface temperature as a predictor, we construct a trading strategy and assess the financial value… read more here.
Keywords: energy; french month; skill; forecast ... See more keywords