English
Related papers

Related papers: Forecasting electricity prices with machine learni…

200 papers

Accurate electricity price forecasting is critical for strategic decision-making in deregulated electricity markets, where volatility stems from complex supply-demand dynamics and external factors. Traditional point forecasts often fail to…

Machine Learning · Computer Science 2025-12-17 Abhinav Das , Stephan Schlüter

Accurate and reliable electricity price forecasting has significant practical implications for grid management, renewable energy integration, power system planning, and price volatility management. This study focuses on enhancing…

Econometrics · Economics 2024-12-12 Joseph Nyangon , Ruth Akintunde

This paper undertakes a comprehensive investigation of electricity price forecasting methods, focused on the Irish Integrated Single Electricity Market, particularly on changes during recent periods of high volatility. The primary objective…

Machine Learning · Computer Science 2024-08-13 Ben Harkin , Xueqin Liu

The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

Econometrics · Economics 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

With stakeholder-level in-market data, we conduct a comparative analysis of machine learning (ML) for forecasting electricity prices in Singapore, spanning 15 individual models and 4 ensemble approaches. Our empirical findings justify the…

General Economics · Economics 2025-07-11 Jinbo Cai , Wenze Li , Wenjie Wang

Agricultural price prediction is crucial for farmers, policymakers, and other stakeholders in the agricultural sector. However, it is a challenging task due to the complex and dynamic nature of agricultural markets. Machine learning…

Artificial Intelligence · Computer Science 2023-10-31 Nhat-Quang Tran , Anna Felipe , Thanh Nguyen Ngoc , Tom Huynh , Quang Tran , Arthur Tang , Thuy Nguyen

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

Several approaches have been proposed to forecast day-ahead locational marginal price (daLMP) in deregulated energy markets. The rise of deep learning has motivated its use in energy price forecasts but most deep learning approaches fail to…

Machine Learning · Computer Science 2020-10-14 Dipanwita Saha , Felipe Lopez

This paper proposes a regression market for wind agents to monetize data traded among themselves for wind power forecasting. Existing literature on data markets often treats data disclosure as a binary choice or modulates the data quality…

Applications · Statistics 2022-04-04 Liyang Han , Pierre Pinson , Jalal Kazempour

Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This…

Artificial Intelligence · Computer Science 2015-03-19 Amos Storkey

Our paper aims to model and forecast the electricity price by taking a completely new perspective on the data. It will be the first approach which is able to combine the insights of market structure models with extensive and modern…

Trading and Market Microstructure · Quantitative Finance 2016-10-18 Florian Ziel , Rick Steinert

Predicting a customer's propensity-to-pay at an early point in the revenue cycle can provide organisations many opportunities to improve the customer experience, reduce hardship and reduce the risk of impaired cash flow and occurrence of…

Machine Learning · Computer Science 2025-05-28 Md Abul Bashar , Astin-Walmsley Kieren , Heath Kerina , Richi Nayak

Electricity price signals in modern power systems exhibit complex dependence structures that render forecasting inherently challenging. Our analysis of real-world pricing signals from the California Independent System Operator (CAISO)…

Applications · Statistics 2026-05-28 Keyi Wang , Jiaxiang Ji , Mahan Mansouri , Ahmed Aziz Ezzat

Due to the liberalization of markets, the change in the energy mix and the surrounding energy laws, electricity research is a dynamically altering field with steadily changing challenges. One challenge especially for investment decisions is…

Statistical Finance · Quantitative Finance 2018-12-27 Rick Steinert , Florian Ziel

This study employs the Causal Machine Learning (CausalML) statistical method to analyze the influence of electricity pricing policies on carbon dioxide (CO2) levels in the household sector. Investigating the causality between potential…

Machine Learning · Computer Science 2024-03-26 Iman Emtiazi Naeini , Zahra Saberi , Khadijeh Hassanzadeh

Electricity prices strongly depend on seasonality of different time scales, therefore any forecasting of electricity prices has to account for it. Neural networks have proven successful in short-term price-forecasting, but complicated…

Applications · Statistics 2022-02-03 Andreas Wagner , Enislay Ramentol , Florian Schirra , Hendrik Michaeli

An effective way to oppose global warming and mitigate climate change is to electrify our energy sectors and supply their electric power from renewable wind and solar. Spatio-temporal predictions of electric load become increasingly…

Machine Learning · Computer Science 2022-11-23 Arsam Aryandoust , Anthony Patt , Stefan Pfenninger

Traditional competitive markets do not account for negative externalities; indirect costs that some participants impose on others, such as the cost of over-appropriating a common-pool resource (which diminishes future stock, and thus…

Multiagent Systems · Computer Science 2023-01-16 Panayiotis Danassis , Aris Filos-Ratsikas , Haipeng Chen , Milind Tambe , Boi Faltings

Users can now give back energies to the grid using distributed resources. Proper incentive mechanisms are required for such users, also known as prosumers, in order to maximize the sell-back amount while maintaining the retailer's profit.…

Optimization and Control · Mathematics 2022-03-14 Diptangshu Sen , Arnob Ghosh

This paper develops learning-augmented algorithms for energy trading in volatile electricity markets. The basic problem is to sell (or buy) $k$ units of energy for the highest revenue (lowest cost) over uncertain time-varying prices, which…

Machine Learning · Computer Science 2024-02-29 Russell Lee , Bo Sun , Mohammad Hajiesmaili , John C. S. Lui