Electricity price forecasting is crucial for market participants but remains difficult because prices are volatile, market-specific, and closely tied to anticipated system conditions. Existing supervised methods depend largely on market-specific historical data, limiting their use in newly established or data-scarce markets.
arXiv:2608. 11359v1 Announce Type: new Abstract: Electricity price forecasting is crucial for market participants but remains difficult because prices are volatile, market-specific, and closely tied to anticipated system conditions.
arXiv:2608. 01290v1 Announce Type: new Abstract: Time-series foundation models (TSFMs) such as Chronos have demonstrated strong forecasting capabilities across domains, yet adapting them to institutionally fragmented settings, where data cannot be centralized due to regulatory, competitive, or sovereignty constraints, remains unexplored.
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.
arXiv:2606. 27032v1 Announce Type: cross Abstract: Energy trading decisions depend not only on current market prices, but also on expected future market conditions, and operational constraints.
arXiv:2607. 02623v1 Announce Type: new Abstract: Time series foundation models (TSFMs) have shown strong zero-shot forecasting performance, but their generalization in covariate-driven, non-stationary settings is underexplored.
arXiv:2608. 05018v1 Announce Type: new Abstract: Short-term load forecasting (STLF) play a vital role in the electric power industry.
arXiv:2608. 17091v1 Announce Type: new Abstract: While publicly available electricity market data presents a valuable resource for forecasting research, the field lacks established benchmark datasets for standardized comparison.
arXiv:2607. 05452v1 Announce Type: new Abstract: Time series forecasters that use exogenous covariates are fragile in deployment: when those covariates are noised, temporally misaligned, or missing, strong exogenous-fusion and exogenous-adapted models can degrade far above the endogenous-only floor.
arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.
arXiv:2604. 26634v2 Announce Type: replace Abstract: Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price formation, reducing the reliability of forecasting models calibrated on historical data.
arXiv:2607. 12248v1 Announce Type: cross Abstract: Large pretrained time-series models such as TimesFM are attractive for financial forecasting, but raw directional accuracy is a misleading scoreboard in equity markets.
arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.