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Due to major shifts in European energy supply, a structural change can be observed in Austrian electricity spot price data starting from the second quarter of the year 2021 onward. In this work we study the performance of two different…

Mathematical Finance · Quantitative Finance 2024-04-24 Christian Laudagé , Florian Aichinger , Sascha Desmettre

Modeling power transmission networks is an important area of research with applications such as vulnerability analysis, study of cascading failures, and location of measurement devices. Graph-theoretic approaches have been widely used to…

The energy transition, crucial for tackling the climate crisis, demands integrating numerous distributed, renewable energy sources into existing grids. Along with climate change and consumer behavioral changes, this leads to changes and…

Systems and Control · Electrical Eng. & Systems 2024-09-05 Alban Puech , Jonas Weiss , Thomas Brunschwiler , Hendrik F. Hamann

The increasing penetration of renewable energy sources introduces significant variability and uncertainty in modern power systems, making accurate state prediction critical for reliable grid operation. Conventional forecasting methods often…

Machine Learning · Computer Science 2025-04-01 Dhruv Suri , Mohak Mangal

The exponential growth of renewable energy capacity has brought much uncertainty to electricity prices and to electricity generation. To address this challenge, the energy exchanges have been developing further trading possibilities,…

Statistical Finance · Quantitative Finance 2022-05-24 Michał Narajewski

Electricity price forecasting is a critical component of modern energy-management systems, yet existing approaches heavily rely on numerical histories and ignore contemporaneous textual signals. We introduce NSW-EPNews, the first benchmark…

Machine Learning · Computer Science 2025-06-16 Zhaoge Bi , Linghan Huang , Haolin Jin , Qingwen Zeng , Huaming Chen

We address the need for forecasting methodologies that handle large uncertainties in electricity prices for continuous intraday markets by incorporating parameter uncertainty and using a broad set of covariables. This study presents the…

Applications · Statistics 2025-09-11 Daniel Nickelsen , Gernot Müller

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

Power grids are moving towards 100% renewable energy source bulk power grids, and the overall dynamics of power system operations and electricity markets are changing. The electricity markets are not only dispatching resources economically…

Machine Learning · Computer Science 2023-09-13 Milan Jain , Xueqing Sun , Sohom Datta , Abhishek Somani

Graph foundation models (GFM) aim to acquire transferable knowledge by pre-training on diverse graphs, which can be adapted to various downstream tasks. However, domain shift in graphs is inherently two-dimensional: graphs differ not only…

Computation and Language · Computer Science 2026-03-12 Xingtong Yu , Shenghua Ye , Ruijuan Liang , Chang Zhou , Hong Cheng , Xinming Zhang , Yuan Fang

To cater the rapidly growing demand for electricity leading to the integration of renewable energy sources in power system. Due to intermittent nature of renewables, it also brings challenges for research community during the planning and…

Systems and Control · Electrical Eng. & Systems 2021-05-14 Rustam Kumar

The residual load and excess power generation of 27 European countries with a 100% penetration of variable renewable energy sources are explored in order to quantify the benefit of power transmission between countries. Estimates are based…

Optimization and Control · Mathematics 2014-02-13 Rolando A. Rodriguez , Sarah Becker , Gorm B. Andresen , Dominik Heide , Martin Greiner

The integration of renewable energy into electricity markets poses significant challenges to price stability and increases the complexity of market operations. Accurate and reliable electricity price forecasting is crucial for effective…

Machine Learning · Computer Science 2025-02-10 Ciaran O'Connor , Mohamed Bahloul , Roberto Rossi , Steven Prestwich , Andrea Visentin

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

Generating high-quality time-series data is challenging because real-world signals often exhibit multimodal patterns and multiscale dynamics, including oscillations and high-frequency variations. Flow Matching (FM) offers an efficient…

Machine Learning · Computer Science 2026-05-29 Junru Zhang , Lang Feng , Jinbo Wang , Xu Guo , Yucheng Wang , Han Yu , Min Wu , Yabo Dong , Duanqing Xu

For a cost efficient design of a future renewable European electricity system, the placement of renewable generation capacity will seek to exploit locations with good resource quality, that is for instance onshore wind in countries…

Physics and Society · Physics 2018-03-05 Bo Tranberg , Leon J. Schwenk-Nebbe , Mirko Schäfer , Jonas Hörsch , Martin Greiner

The growing complexity of the power grid, driven by increasing share of distributed energy resources and by massive deployment of intelligent internet-connected devices, requires new modelling tools for planning and operation. Physics-based…

Machine Learning · Statistics 2018-11-26 Francesco Fusco

Traditional foundation models are pre-trained on broad datasets to reduce the training resources (e.g., time, energy, labeled samples) needed for fine-tuning a wide range of downstream tasks. However, traditional foundation models struggle…

Machine Learning · Computer Science 2025-04-24 Majid Farhadloo , Arun Sharma , Mingzhou Yang , Bharat Jayaprakash , William Northrop , Shashi Shekhar

Power systems operate under uncertainty originating from multiple factors that are impossible to account for deterministically. Distributional forecasting is used to control and mitigate risks associated with this uncertainty. Recent…

Machine Learning · Computer Science 2024-10-07 Slawek Smyl , Boris N. Oreshkin , Paweł Pełka , Grzegorz Dudek

We propose a new structural model that can compute the electricity spot and forward prices in two coupled markets with limited interconnection and multiple fuels. We choose a structural approach in order to represent some key…

Mathematical Finance · Quantitative Finance 2017-04-21 Clemence Alasseur , Olivier Feron
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