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Real-time peer-to-peer (P2P) electricity markets dynamically adapt to fluctuations in renewable energy and variations in demand, maximizing economic benefits through instantaneous price responses while enhancing grid flexibility. However,…

Multiagent Systems · Computer Science 2026-04-21 Chengwei Lou , Zekai Jin , Wei Tang , Guangfei Geng , Jin Yang , Lu Zhang

Relationships between the energy and the finance markets are increasingly important. Understanding these relationships is vital for policymakers and other stakeholders as the world faces challenges such as satisfying humanity's increasing…

General Economics · Economics 2025-07-17 Orr Shahar , Stefan Lessmann , Daniel Traian Pele

Power grid load scheduling is a critical task that ensures the balance between electricity generation and consumption while minimizing operational costs and maintaining grid stability. Traditional optimization methods often struggle with…

Machine Learning · Computer Science 2024-10-24 Dongwen Luo

Fast approximations of power flow results are beneficial in power system planning and live operation. In planning, millions of power flow calculations are necessary if multiple years, different control strategies or contingency policies are…

Machine Learning · Computer Science 2020-08-24 Florian Schaefer , Jan-Hendrik Menke , Martin Braun

This paper seeks to design a machine learning twin of the optimal power flow (OPF) optimization, which is used in market-clearing procedures by wholesale electricity markets. The motivation for the proposed approach stems from the need to…

Systems and Control · Electrical Eng. & Systems 2022-07-12 Laurent Pagnier , Robert Ferrando , Yury Dvorkin , Michael Chertkov

This paper employs machine learning algorithms to forecast German electricity spot market prices. The forecasts utilize in particular bid and ask order book data from the spot market but also fundamental market data like renewable infeed…

Applications · Statistics 2022-09-20 Simon Schnürch , Andreas Wagner

Employing a large dataset (at most, the order of n = 10^6), this study attempts enhance the literature on the comparison between regression and machine learning (ML)-based rent price prediction models by adding new empirical evidence and…

Applications · Statistics 2021-07-28 Takahiro Yoshida , Hajime Seya

Electricity is bought and sold in wholesale markets at prices that fluctuate significantly. Short-term forecasting of electricity prices is an important endeavor because it helps electric utilities control risk and because it influences…

Computers and Society · Computer Science 2018-05-16 Elaheh Fata , Igor Kadota , Ian Schneider

The next generation of communication is envisioned to be intelligent communication, that can replace traditional symbolic communication, where highly condensed semantic information considering both source and channel will be extracted and…

Networking and Internet Architecture · Computer Science 2024-01-08 Panlong Wu , Qi Liu , Yanjie Dong , Fangxin Wang

The integration of machine learning into smart grid systems represents a transformative step in enhancing the efficiency, reliability, and sustainability of modern energy networks. By adding advanced data analytics, these systems can better…

Artificial Intelligence · Computer Science 2024-10-22 Abdur Rashid , Parag Biswas , abdullah al masum , MD Abdullah Al Nasim , Kishor Datta Gupta

Energy is a critical driver of modern economic systems. Accurate energy price forecasting plays an important role in supporting decision-making at various levels, from operational purchasing decisions at individual business organizations to…

Machine Learning · Computer Science 2024-11-07 Alexandru-Victor Andrei , Georg Velev , Filip-Mihai Toma , Daniel Traian Pele , Stefan Lessmann

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

Machine Learning · Computer Science 2025-01-15 Xin Lu

Short term electricity price forecast is essential in competitive power markets, yet electricity price series exhibit high volatility, irregularity, and non-stationarity. This phenomenon is pronounced in the South Australian region of the…

Machine Learning · Computer Science 2026-04-28 Wei Lu , Jay Wang , Dingli Duan , Ding Mao , Caiyi Song , John Huang

In this paper we calculate the incremental system production cost associated with a measure of locational power injection uncertainty that can be interpreted as a locational price for tracking power fluctuations. This Locational Price of…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Adria E. Brooks , Bernard C. Lesieutre

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated…

Applications · Statistics 2024-04-29 Carlos Sebastián , Carlos E. González-Guillén , Jesús Juan

We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

Statistical Finance · Quantitative Finance 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

Since the 1990s, widespread introduction of central (wholesale) electricity markets has been seen across multiple continents, driven by the search for efficient operation of the power grid through competition. The increase of renewables has…

Systems and Control · Electrical Eng. & Systems 2025-10-15 Pål Forr Austnes , Matthieu Jacobs , Lu Wang , Mario Paolone

Accurate forecasts of electricity prices are crucial for the management of electric power systems and the development of smart applications. European electricity prices have risen substantially and became highly volatile after the Russian…

Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…

Machine Learning · Computer Science 2025-05-07 Lutfu Sua , Haibo Wang , Jun Huang

This paper proposes a few-shot classification framework based on Large Language Models (LLMs) to predict whether the next day will have spikes in real-time electricity prices. The approach aggregates system state information, including…

Machine Learning · Computer Science 2026-02-20 Saud Alghumayjan , Ming Yi , Bolun Xu
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