The paper introduces DR‑Gym, an open‑source, Gymnasium‑compatible environment that simulates electric utility demand‑response programs at the market level. It uses a regime‑switching wholesale price model calibrated to real extreme events and physics‑based building demand profiles, providing a rich observational space and a configurable multi‑objective reward function for reinforcement learning. Baseline strategies and data snapshots demonstrate the simulator’s realism and learnability.
By Jose E. Aguilar Escamilla, Lingdong Zhou, Xiangqi Zhu, Huazheng Wang
The paper presents a hybrid neural architecture that blends linear and nonlinear feed‑forward networks for day‑ahead electricity price forecasting. It introduces a partial online learning strategy with warm‑starting and stage‑specific hyperparameters to cut computational time, and employs Bernstein Online Aggregation to combine forecasts. Experiments on six years of major European markets show the method reduces RMSE by 11‑12% and MAE by 14‑17% compared to state‑of‑the‑art benchmarks while lowering computational cost.
By Btissame El Mahtout, Florian Ziel
arXiv:2606. 19118v1 Announce Type: new Abstract: Electricity markets are inherently complex systems characterised by strong nonlinearities, high-dimensional interactions, and increasing interdependence across regions.
By Antoine Pesenti, Aidan O'Sullivan
arXiv:2509. 15394v3 Announce Type: replace Abstract: Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal patterns crucial.
By Weibin Feng, Ran Tao, John Cartlidge, Jin Zheng
arXiv:2510. 16898v2 Announce Type: replace-cross Abstract: Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers.
By Salih Salihoglu, Ibrahim Ahmed, Afshin Asadi
arXiv:2405.07359v2 Announce Type: replace
Abstract: Accurate prediction of electricity day-ahead prices is essential in competitive electricity markets. Although stationary electricity-price forecast...
By Antonio Malpica-Morales, Miguel A. Dur\'an-Olivencia, Serafim Kalliadasis
arXiv:2606. 02049v1 Announce Type: new Abstract: The increasing integration of renewable energy sources into power systems, particularly in buildings equipped with photovoltaic (PV) panels and energy storage systems, introduces significant complexity in energy systems.
By Hallah Shahid Butt, Qiong Huang, G\"okhan Demirel, Kevin F\"orderer, Erfan Tajalli-Ardekani, Simnon Waczowicz, Luigi Spatafora, Veit Hagenmeyer, Benjamin Sch\"afer
LoaDiff is a diffusion-based generative model that produces year-long, sub-hourly smart‑meter electricity consumption time series. It can be conditioned on static household attributes like appliance ownership and dynamic factors such as calendar dates and outdoor temperature. Evaluations on three residential datasets show that LoaDiff generates realistic, diverse load profiles, limits memorization, retains useful information for downstream tasks, and responds coherently to conditioning changes.
By Mariia Baranova, Adrien Petralia, Etienne Le Naour, Nathan Etourneau, Guillaume Hofmann, Themis Palpanas
arXiv:2606. 31347v1 Announce Type: new Abstract: The electrification of transportation through electric vehicles introduces new challenges for power grid management, such as increased peak demand, voltage fluctuations, line overloads, and the integration of variable renewable energy sources.
By Xavier Rate, Eloann Le Guern, Rapha\"el F\'eraud, Fatma Salem, Melissa Chiknoun, Eymeric Giabicani, Mehdi Feki, Patrick Maill\'e, Guy Camilleri, Anne Blavette, Hamid Benhamed
While publicly available electricity market data presents a valuable resource for forecasting research, the field lacks established benchmark datasets for standardized comparison. As a result, many st...
The paper presents a comparative study of six deep learning models—state-space, MLP, RNN, and Transformer-based architectures—for cross-border electricity price forecasting using publicly available data. It focuses on generalization across markets and evaluates performance under low-data target-market conditions (zero-shot, one-shot, few-shot) with a standardized dataset for the Germany‑Luxembourg bidding zone in 2024. Results show that N‑HiTS and NBEATSx perform competitively in limited‑data scenarios, while transformer models achieve comparable accuracy but require more adaptation and tuning, and that careful feature selection and hyperparameter tuning improve performance.
By Hadeer Elashhab, Sai Srijan Papineni, Marvin Dorn, Veit Hagenmeyer, Benjamin Sch\"afer
arXiv:2209. 01378v3 Announce Type: replace Abstract: An elementary Recurrent Neural Network that operates on p time lags, called an RNN(p), is the natural generalisation of a linear autoregressive model ARX(p).
By Roberto Baviera, Pietro Manzoni