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We consider the scenario where $N$ utilities strategically bid for electricity in the day-ahead market and balance the mismatch between the committed supply and actual demand in the real-time market, with uncertainty in demand and local…

Systems and Control · Electrical Eng. & Systems 2021-09-15 Tianyu Zhao , Hanling Yi , Minghua Chen , Chenye Wu , Yunjian Xu

In Europe, Germany is taking the lead in the switch from the conventional to renewable energy. This poses new challenges as wind and solar energy are fundamentally intermittent, weather-dependent and less predictable. It is therefore of…

Statistical Finance · Quantitative Finance 2019-03-12 Abdolrahman Khoshrou , Eric J. Pauwels

For the case of inflexible demand and considering network constraints, we introduce a Cost Minimisation (CM) based market clearing mechanism, and a model representing the standard Social Welfare Maximisation mechanism used in European Day…

Computer Science and Game Theory · Computer Science 2022-11-08 Ioan Alexandru Puiu , Raphael Andreas Hauser

Daily electricity consumption forecasting is a classical problem. Existing forecasting algorithms tend to have decreased accuracy on special dates like holidays. This study decomposes the daily electricity consumption series into three…

Machine Learning · Computer Science 2023-10-25 Zhou Lan , Ben Liu , Yi Feng , Danhuang Dong , Peng Zhang

We propose a novel machine learning approach for probabilistic forecasting of hourly day-ahead electricity prices. In contrast with the recent advances in data-rich probabilistic forecasting, which approximates distributions with few…

General Economics · Economics 2025-07-04 Jozef Barunik , Lubos Hanus

Renewable electricity generation has grown significantly across many European power systems, leading to a greener energy mix, but also additional complexity in balancing electricity supply and demand. Unexpected differences between…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Arnaud Verstraeten , Maria Margarida Mascarenhas , Hussain Kazmi

It is crucial today that economies harness renewable energies and integrate them into the existing grid. Conventionally, energy has been generated based on forecasts of peak and low demands. Renewable energy can neither be produced on…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Alexey Györi , Mathis Niederau , Violett Zeller , Volker Stich

Small and marginal farmers, who account for over 80% of India's agricultural population, often sell their harvest at low, unfavorable prices before spoilage. These farmers often lack access to either cold storage or market forecasts. In…

Computers and Society · Computer Science 2018-12-14 Wei Ma , Kendall Nowocin , Niraj Marathe , George H. Chen

Predicting the demand for electricity with uncertainty helps in planning and operation of the grid to provide reliable supply of power to the consumers. Machine learning (ML)-based demand forecasting approaches can be categorized into (1)…

Machine Learning · Computer Science 2023-02-15 Yiwei Fu , Nurali Virani , Honggang Wang

In the modern power market, electricity trading is an extremely competitive industry. More accurate price forecast is crucial to help electricity producers and traders make better decisions. In this paper, a novel method of convolutional…

Signal Processing · Electrical Eng. & Systems 2020-03-17 Hsu-Yung Cheng , Ping-Huan Kuo , Yamin Shen , Chiou-Jye Huang

Electricity market modelling is often used by governments, industry and agencies to explore the development of scenarios over differing timeframes. For example, how would the reduction in cost of renewable energy impact investments in gas…

Multiagent Systems · Computer Science 2020-05-22 Alexander J. M. Kell , Matthew Forshaw , A. Stephen McGough

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

Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…

Machine Learning · Computer Science 2022-10-19 Philipp Giese

Recent advances in Time Series Foundation Models (TSFMs) promise zero-shot forecasting capabilities with minimal task-specific training. While these models have shown strong performance across generic benchmarks, their applicability in…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Chi Bui , Maria Margarida Mascarenhas , Arnaud Verstraeten , Hussain Kazmi

It is very vital for suppliers and distributors to predict the deregulated electricity prices for creating their bidding strategies in the competitive market area. Pre requirement of succeeding in this field, accurate and suitable…

Statistical Finance · Quantitative Finance 2016-10-27 T. O. Benli

The money market and the capital market of the Indian financial markets have a symbiotic relationship in the development of the Indian economy. The nature and the characteristics of the markets differ to a large extent as the money market…

Statistical Finance · Quantitative Finance 2023-03-21 Bilal Hungund , Shilpa Rastogi

In this paper we study the impact of errors in wind and solar power forecasts on intraday electricity prices. We develop a novel econometric model which is based on day-ahead wholesale auction curves data and errors in wind and solar power…

General Economics · Economics 2020-11-24 Sergei Kulakov , Florian Ziel

Nowadays, with the unprecedented penetration of renewable distributed energy resources (DERs), the necessity of an efficient energy forecasting model is more demanding than before. Generally, forecasting models are trained using observed…

Machine Learning · Statistics 2017-07-18 Hossein Sangrody , Morteza Sarailoo , Ning Zhou , Ahmad Shokrollahi , Elham Foruzan

The increasing use of renewable energy sources with variable output, such as solar photovoltaic and wind power generation, calls for Smart Grids that effectively manage flexible loads and energy storage. The ability to forecast consumption…

Machine Learning · Computer Science 2014-04-02 Andreas Veit , Christoph Goebel , Rohit Tidke , Christoph Doblander , Hans-Arno Jacobsen

Power systems face increasing challenges in maintaining resource adequacy due to lower operating margins, rising renewable energy uncertainty, and demand variability. Forecasting the probability distribution of peak demand on shorter…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Buyi Yu , Wenyuan Tang