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Electricity price forecasting on the day-ahead market using machine learning

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Cited by:

  1. Wu, Han & Du, Pei, 2024. "Dual-stream transformer-attention fusion network for short-term carbon price prediction," Energy, Elsevier, vol. 311(C).
  2. Hasnain Iftikhar & Josue E. Turpo-Chaparro & Paulo Canas Rodrigues & Javier Linkolk López-Gonzales, 2023. "Forecasting Day-Ahead Electricity Prices for the Italian Electricity Market Using a New Decomposition—Combination Technique," Energies, MDPI, vol. 16(18), pages 1-23, September.
  3. Zhang, Yuerong & Kamargianni, Maria & Cheng, Long & De Vos, Jonas & Cao, Mengqiu, 2024. "Evaluating the accessibility of on-street household electric vehicle charging stations in London: Policy insights from equity analysis across emission zones," Energy Policy, Elsevier, vol. 195(C).
  4. Haapaniemi, Jouni & Haakana, Juha & Räisänen, Otto & Tikka, Ville & Lassila, Jukka & Rautiainen, Antti, 2025. "Quantification of implicit price flexibility of household customers’ load demand with machine learning and Shapley analysis," Energy, Elsevier, vol. 332(C).
  5. Wang, Guanghao & Sbai, Erwann & Sheng, Mingyue Selena & Tao, Miaomiao, 2025. "News sentiment, climate conditions, and New Zealand electricity market: A real-time bidding policy perspective," Energy, Elsevier, vol. 318(C).
  6. 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).
  7. Wu, Han & Liang, Yan & Gao, Xiao-Zhi & Du, Pei, 2024. "Auditory-circuit-motivated deep network with application to short-term electricity price forecasting," Energy, Elsevier, vol. 288(C).
  8. Ramos, Daniel & Faria, Pedro & Vale, Zita, 2026. "Linking short-term electricity demand forecasting and explainable AI: A review for building energy applications," Applied Energy, Elsevier, vol. 412(C).
  9. Hilger, Hannes & Witthaut, Dirk & Dahmen, Manuel & Rydin Gorjão, Leonardo & Trebbien, Julius & Cramer, Eike, 2024. "Multivariate scenario generation of day-ahead electricity prices using normalizing flows," Applied Energy, Elsevier, vol. 367(C).
  10. Cao, Hui & Lin, Jiajing & Li, Nan, 2023. "Optimal control and energy efficiency evaluation of district ice storage system," Energy, Elsevier, vol. 276(C).
  11. Belenguer, E. & Segarra-Tamarit, J. & Pérez, E. & Vidal-Albalate, R., 2025. "Short-term electricity price forecasting through demand and renewable generation prediction," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 229(C), pages 350-361.
  12. Karol Pilot & Alicja Ganczarek-Gamrot & Krzysztof Kania, 2024. "Dealing with Anomalies in Day-Ahead Market Prediction Using Machine Learning Hybrid Model," Energies, MDPI, vol. 17(17), pages 1-20, September.
  13. Bendiksen, Vidar & Løining, Lars Olai Fjellestad & Lyócsa, Štefan, 2025. "Cross-border and cross-regional electricity transmission: Is there a price impact in south Norway?," Energy Economics, Elsevier, vol. 150(C).
  14. Mao, Xuehui & Chen, Shanlin & Yu, Hanxin & Duan, Liwu & He, Yingjie & Chu, Yinghao, 2025. "Simplicity in dynamic and competitive electricity markets: A case study on enhanced linear models versus complex deep-learning models for day-ahead electricity price forecasting," Applied Energy, Elsevier, vol. 383(C).
  15. Özcan, Abdullah Veli & Erel-Özçevik, Müge & Karaman, Bilal & Baştürk, İlhan & Zeydan, Engin & Taşkın, Sezai & Çetinkaya, Ümit, 2025. "Forecasting day-ahead electricity prices for the electricity market with dynamic time period," Energy, Elsevier, vol. 338(C).
  16. Mascarenhas, Maria Margarida & De Blauwe, Jilles & Amelin, Mikael & Kazmi, Hussain, 2026. "Leveraging asynchronous cross-border market data for improved day-ahead electricity price forecasting in European markets," Applied Energy, Elsevier, vol. 404(C).
  17. Abuzayed, A., 2025. "From Model Optimality to Market Reality: Do Electricity Markets Support Renewable Investments?," Cambridge Working Papers in Economics 2558, Faculty of Economics, University of Cambridge.
  18. 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).
  19. Antoine Pesenti & Aidan O'Sullivan, 2026. "Analysing drivers and interdependencies in European electricity markets using XAI," Papers 2606.19118, arXiv.org.
  20. Yao, Qiuxiang & Wang, Linyang & Ma, Mingming & Ma, Li & He, Lei & Ma, Duo & Sun, Ming, 2024. "A quantitative investigation on pyrolysis behaviors of metal ion-exchanged coal macerals by interpretable machine learning algorithms," Energy, Elsevier, vol. 300(C).
  21. Pablo Alejandro Mendez-Santos & Nathalia Alexandra Chacón-Reino & Luis Fernando Guerrero-Vásquez & Jorge Osmani Ordoñez-Ordoñez & Paul Andrés Chasi-Pesantez, 2025. "Estimation and Forecasting of the Average Unit Cost of Energy Supply in a Distribution System Using Multiple Linear Regression and ARIMAX Modeling in Ecuador," Energies, MDPI, vol. 18(14), pages 1-33, July.
  22. Paweł Pijarski & Adrian Belowski, 2024. "Application of Methods Based on Artificial Intelligence and Optimisation in Power Engineering—Introduction to the Special Issue," Energies, MDPI, vol. 17(2), pages 1-42, January.
  23. Thomas K. Kloster, 2025. "An Ambit Field Framework for the Full Panel of Day-ahead Electricity Prices," Papers 2509.17236, arXiv.org, revised Jan 2026.
  24. Puć, Andrzej & Janczura, Joanna, 2026. "Corrected Support Vector Regression for intraday point forecasting of prices in the continuous power market," International Journal of Forecasting, Elsevier, vol. 42(3), pages 796-815.
  25. Xu, Gaoyuan & Shi, Jian & Wu, Jiaman & Lu, Chenbei & Wu, Chenye & Wang, Dan & Han, Zhu, 2024. "An optimal solutions-guided deep reinforcement learning approach for online energy storage control," Applied Energy, Elsevier, vol. 361(C).
  26. Jiayun Wang & Alessio Trivella & Daniela Guericke & Devrim Murat Yazan, 2025. "An Optimization Framework for Managing Resource Flows in Hubs for Circularity," Circular Economy and Sustainability, Springer, vol. 5(5), pages 3909-3938, October.
  27. 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).
  28. Zhang, Xiaokong & Chai, Jian & Tian, Lingyue & Yang, Ying & Zhang, Zhe George & Pan, Yue, 2023. "Forecast and structural characteristics of China's oil product consumption embedded in bottom-line thinking," Energy, Elsevier, vol. 278(PA).
  29. Siti Rosilah Arsad & Muhamad Haziq Hasnul Hadi & Nayli Aliah Mohd Afandi & Pin Jern Ker & Shirley Gee Hoon Tang & Madihah Mohd Afzal & Santhi Ramanathan & Chai Phing Chen & Prajindra Sankar Krishnan &, 2023. "The Impact of COVID-19 on the Energy Sector and the Role of AI: An Analytical Review on Pre- to Post-Pandemic Perspectives," Energies, MDPI, vol. 16(18), pages 1-31, September.
  30. ANDREI Alexandru-Victor & PELE Daniel-Traian & CRAMER Alexandru-Adrian, 2026. "Multi-Horizon Explainability in Energy Price Forecasting: Disentangling Market Dynamics and Renewable Intermittency in Romania’s Liberalized Electricity Market," Proceedings of the International Conference on Business Excellence, Paradigm, vol. 20(1), pages 104-117.
  31. Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Umar, Muhammad, 2024. "Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting," International Review of Financial Analysis, Elsevier, vol. 94(C).
  32. Huang, Siwan & Shi, Jianheng & Wang, Baoyue & An, Na & Li, Li & Hou, Xuebing & Wang, Chunsen & Zhang, Xiandong & Wang, Kai & Li, Huilin & Zhang, Sui & Zhong, Ming, 2024. "A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China," Applied Energy, Elsevier, vol. 373(C).
  33. Aliyon, Kasra & Ritvanen, Jouni, 2024. "Deep learning-based electricity price forecasting: Findings on price predictability and European electricity markets," Energy, Elsevier, vol. 308(C).
  34. Han, Dongho & Heo, Seongmin, 2025. "End-effect mitigation in renewable energy systems with energy storage using value function approximation of terminal energy level," Applied Energy, Elsevier, vol. 401(PC).
  35. Anas Abuzayed, 2025. "From model optimality to market reality: do electricity markets support renewable investments?," Working Papers EPRG2521, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  36. Mohammed Jasim M. Al Essa, 2025. "A review on price-driven energy management systems and demand response programs in smart grids," Environment Systems and Decisions, Springer, vol. 45(1), pages 1-22, March.
  37. Ciaran O’Connor & Mohamed Bahloul & Steven Prestwich & Andrea Visentin, 2025. "A Review of Electricity Price Forecasting Models in the Day-Ahead, Intra-Day, and Balancing Markets," Energies, MDPI, vol. 18(12), pages 1-40, June.
  38. Skorniakov, Ilia & Talebjedi, Behnam & Laukkanen, Timo & Syri, Sanna, 2026. "Impact of electricity price input methods on economic optimisation models: A case study of district heating thermal energy storage in Finland," Applied Energy, Elsevier, vol. 410(C).
  39. Liebensteiner, Mario & Ocker, Fabian & Abuzayed, Anas, 2025. "High electricity price despite expansion in renewables: How market trends shape Germany’s power market in the coming years," Energy Policy, Elsevier, vol. 198(C).
  40. Albani, V.V.L. & Marcavillaca, R.T. & Moreira, P.S.E. & Avila, S.L. & Geremia, M. & Piovezan, R.P.B. & Sica, E.T. & Santos, E., 2025. "Short-term forecasting of forward prices in the Brazilian electricity market with a hybrid stochastic-neural network model," Energy Economics, Elsevier, vol. 148(C).
  41. 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).
  42. Madadkhani, Shiva & Ikonnikova, Svetlana, 2024. "Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices," Energy Economics, Elsevier, vol. 129(C).
  43. van Zyl, Corne & Ye, Xianming & Naidoo, Raj, 2024. "Harnessing eXplainable artificial intelligence for feature selection in time series energy forecasting: A comparative analysis of Grad-CAM and SHAP," Applied Energy, Elsevier, vol. 353(PA).
  44. Deniz Kenan Kılıç & Peter Nielsen & Amila Thibbotuwawa, 2024. "Intraday Electricity Price Forecasting via LSTM and Trading Strategy for the Power Market: A Case Study of the West Denmark DK1 Grid Region," Energies, MDPI, vol. 17(12), pages 1-15, June.
  45. Brusaferri, Alessandro & Ballarino, Andrea & Grossi, Luigi & Laurini, Fabrizio, 2025. "On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices," Applied Energy, Elsevier, vol. 398(C).
  46. Adela Bâra & Simona-Vasilica Oprea & Bogdan George Tudorică, 2024. "From the East-European Regional Day-Ahead Markets to a Global Electricity Market," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2525-2557, June.
  47. Chibuike Chiedozie Ibebuchi, 2025. "Day-Ahead Energy Price Forecasting with Machine Learning: Role of Endogenous Predictors," Forecasting, MDPI, vol. 7(2), pages 1-16, April.
  48. Wang, Guotao & Lin, Zhenjia & Zhong, Xiaoqing & Ji, Haoran & Li, Peng & Chen, Yuntian & Yan, Jinyue, 2026. "Decision-focused learning integrated with data-driven robust optimization for energy management," Applied Energy, Elsevier, vol. 408(C).
  49. 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).
  50. Aliyon, Kasra & Rajaee, Fatemeh & Ritvanen, Jouni, 2023. "Use of artificial intelligence in reducing energy costs of a post-combustion carbon capture plant," Energy, Elsevier, vol. 278(PA).
  51. Sai, Wei & Pan, Zehua & Liu, Siyu & Jiao, Zhenjun & Zhong, Zheng & Miao, Bin & Chan, Siew Hwa, 2023. "Event-driven forecasting of wholesale electricity price and frequency regulation price using machine learning algorithms," Applied Energy, Elsevier, vol. 352(C).
  52. Runyao Yu & Derek W. Bunn & Julia Lin & Jochen Stiasny & Fabian Leimgruber & Tara Esterl & Yuchen Tao & Lianlian Qi & Yujie Chen & Wentao Wang & Jochen L. Cremer, 2026. "Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets," Papers 2602.10071, arXiv.org, revised May 2026.
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