LSTM - How many times should I look back to predict next six hours -Multivariate Time-Series
The second option sounds fun but better don't do it: errors will sum up and it's much harder to track where errors come from. Like you have some error for the 1st hour, feed it back in the net, predict the 2nd hour get an error there and can't really tell how much of that is caused by the error of the first hour.

Besides that, I haven't seen any application which works with this feedback mechanism.