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. 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.
By Amit Sharma, Nitin Auluck, Akramul Azim
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.
By Jesper Klicks, Sander Vr\v{z}ina, Vincent Fran\c{c}ois-Lavet
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:2608. 05018v1 Announce Type: new Abstract: Short-term load forecasting (STLF) play a vital role in the electric power industry.
By Thomas Bartz-Beielstein
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.
By Zhenghua Pan, Ahmed Aziz Ezzat