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Forecasting electricity prices with expert, linear, and nonlinear models

Citations

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Cited by:

  1. F. Durante & A. Gatto & F. Ravazzolo, 2024. "Understanding relationships with the Aggregate Zonal Imbalance using copulas," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(2), pages 513-554, April.
  2. Serafin, Tomasz & Weron, Rafał, 2025. "Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading," Energy Economics, Elsevier, vol. 148(C).
  3. Loizidis, Stylianos & Kyprianou, Andreas & Georghiou, George E., 2024. "Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets," Applied Energy, Elsevier, vol. 363(C).
  4. Uniejewski, Bartosz, 2025. "Smoothing quantile regression averaging: A new approach to probabilistic forecasting of electricity prices," Journal of Commodity Markets, Elsevier, vol. 39(C).
  5. Ben Amor, Souhir & Ziel, Florian, 2026. "Recurrent neural networks with linear structures for electricity price forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 231(C).
  6. Hauzenberger, Niko & Pfarrhofer, Michael & Rossini, Luca, 2025. "Sparse time-varying parameter VECMs with an application to modeling electricity prices," International Journal of Forecasting, Elsevier, vol. 41(1), pages 361-376.
  7. Dietze, Marina & Valladão, Davi & Street, Alexandre & Fleten, Stein-Erik, 2026. "A novel framework for probabilistic forecasting of electricity forward curves," Energy Economics, Elsevier, vol. 157(C).
  8. Ghimire, Sujan & Deo, Ravinesh C. & Casillas-Pérez, David & Salcedo-Sanz, Sancho, 2024. "Two-step deep learning framework with error compensation technique for short-term, half-hourly electricity price forecasting," Applied Energy, Elsevier, vol. 353(PA).
  9. Castello, Oleksandr & Resta, Marina, 2025. "Univariate and multivariate forecasting of the electricity futures curve using Dynamic Recurrent Neural Networks," Applied Energy, Elsevier, vol. 394(C).
  10. Ghimire, Sujan & Deo, Ravinesh C. & Liu, Hangyue & Hopf, Konstantin & Nguyen-Huy, Thong & Casillas-Pérez, David & Pérez-Aracil, Jorge & Salcedo-Sanz, Sancho, 2026. "Explainable Singular Spectrum Analysis deep learning model for half-hourly electricity price prediction," Applied Energy, Elsevier, vol. 410(C).
  11. Paul Ghelasi & Florian Ziel, 2024. "From day-ahead to mid and long-term horizons with econometric electricity price forecasting models," Papers 2406.00326, arXiv.org, revised Aug 2024.
  12. Arkadiusz Lipiecki & Nikolaos Kourentzes & Rafal Weron, 2026. "Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets," Papers 2609.23223, arXiv.org.
  13. Chai, Shanglei & Li, Qiang & Abedin, Mohammad Zoynul & Lucey, Brian M., 2024. "Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives," Research in International Business and Finance, Elsevier, vol. 67(PA).
  14. Simon Hirsch, 2025. "Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting," Papers 2504.02518, arXiv.org, revised Sep 2026.
  15. Angelica Ghiselli, 2026. "The Impact of Uncertainty on Forecasting the US Economy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 45(6), pages 2703-2734, September.
  16. De Blauwe, Jilles & Deissenroth-Uhrig, Marc & Mantke, Henrik & Keles, Dogan, 2025. "Cross-border effects on electricity spot prices - a meta-study," Renewable and Sustainable Energy Reviews, Elsevier, vol. 224(C).
  17. Guo, Kun & Liu, Yu & Cao, Shanwei & Zhai, Xiangyang & Ji, Qiang, 2025. "Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia," Energy, Elsevier, vol. 315(C).
  18. Tomasz Weron & Katarzyna Maciejowska, 2026. "From electricity prices to profits: multidimensional probabilistic forecasting for BESS trading," Papers 2608.26122, arXiv.org.
  19. Behmiri, Niaz Bashiri & Fezzi, Carlo & Ravazzolo, Francesco, 2026. "Renewable sources and short-to-mid-term electricity price forecasting," Journal of Commodity Markets, Elsevier, vol. 41(C).
  20. Veenstra, Arjen T. & Mulder, Machiel, 2025. "Profitability of batteries in day-ahead and intraday electricity markets: Assessment of operation strategies with endogenous prices," Energy Economics, Elsevier, vol. 148(C).
  21. Katarzyna Chk{e}'c & Bartosz Uniejewski & Rafa{l} Weron, 2025. "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," Papers 2503.02518, arXiv.org.
  22. Wang, Jia & Cao, Yuan & Xiong, Xiong, 2025. "Multiscale dependence and risk contagion between European carbon market, energy, and financial markets," Energy, Elsevier, vol. 335(C).
  23. Ghelasi, Paul & Ziel, Florian, 2025. "From day-ahead to mid and long-term horizons with econometric electricity price forecasting models," Renewable and Sustainable Energy Reviews, Elsevier, vol. 217(C).
  24. Chȩć, Katarzyna & Uniejewski, Bartosz & Weron, Rafał, 2025. "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," Journal of Commodity Markets, Elsevier, vol. 37(C).
  25. Nie, Ying & Li, Ping & Wang, Jianzhou & Zhang, Lifang, 2024. "A novel multivariate electrical price bi-forecasting system based on deep learning, a multi-input multi-output structure and an operator combination mechanism," Applied Energy, Elsevier, vol. 366(C).
  26. Yang, Yifan & Guo, Ju’e & Li, Yi & Zhou, Jiandong, 2024. "Forecasting day-ahead electricity prices with spatial dependence," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1255-1270.
  27. Lipiecki, Arkadiusz & Uniejewski, Bartosz & Weron, Rafał, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Energy Economics, Elsevier, vol. 139(C).
  28. Uniejewski, Bartosz & Ziel, Florian, 2026. "The role of probabilistic load and renewable prediction in enhancing day-ahead electricity price forecasts," Renewable Energy, Elsevier, vol. 269(C).
  29. Bashiri Behmiri, Niaz & Fezzi, Carlo & Ravazzolo, Francesco, 2023. "Incorporating air temperature into mid-term electricity load forecasting models using time-series regressions and neural networks," Energy, Elsevier, vol. 278(C).
  30. Saâdaoui, Foued & Ben Jabeur, Sami, 2023. "Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network," Energy Economics, Elsevier, vol. 124(C).
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