Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysisq-fin.CP
Paper compares econometric models with machine learning for energy forecasting.
problem Tackles the trade-off between predictive accuracy and interpretability in energy markets.
method Integrates TVP-SVAR with copulas for forecasting energy--macro dynamics.
result Copula-enhanced econometric models provide interpretable insights while matching machine learning accuracy.