Cover Image

Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Yu, Runyao, Bunn, Derek W., Lin, Julia, Stiasny, Jochen, Leimgruber, Fabian, Esterl, Tara, Tao, Yuchen, Qi, Lianlian, Chen, Yujie, Wang, Wentao, Cremer, Jochen L.
Format:	Preprint
Published:	2026
Subjects:	Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Forecasting
by: Yu, Runyao, et al.
Published: (2025)

A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting
by: Yu, Runyao, et al.
Published: (2026)

PriceFM: Foundation Model for Probabilistic Electricity Price Forecasting
by: Yu, Runyao, et al.
Published: (2025)

Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets
by: Yu, Runyao, et al.
Published: (2025)

The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
by: O'Connor, Ciaran, et al.
Published: (2025)

Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
by: Berrisch, Jonathan, et al.
Published: (2023)

Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
by: Wang, Xuesong, et al.
Published: (2024)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by: Hirsch, Simon, et al.
Published: (2023)

Forecasting Intraday Volume in Equity Markets with Machine Learning
by: Cucuringu, Mihai, et al.
Published: (2025)

Day-Ahead Electricity Price Forecasting for Volatile Markets Using Foundation Models with Regularization Strategy
by: Ponyuenyong, Kritchanat, et al.
Published: (2026)

Residual Power Flow for Neural Solvers
by: Stiasny, Jochen, et al.
Published: (2026)

Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books
by: Hornek, Timothée, et al.
Published: (2025)

Conformal Prediction for Electricity Price Forecasting in the Day-Ahead and Real-Time Balancing Market
by: O'Connor, Ciaran, et al.
Published: (2025)

Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
by: Lipiecki, Arkadiusz, et al.
Published: (2025)

Forecasting Electricity Prices
by: Maciejowska, Katarzyna, et al.
Published: (2022)

An Ambit Field Framework for the Full Panel of Day-ahead Electricity Prices
by: Kloster, Thomas K.
Published: (2025)

Estimating the Unobservable Components of Electricity Demand Response with Inverse Optimization
by: Esteban-Perez, Adrian, et al.
Published: (2024)

Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
by: Hirsch, Simon, et al.
Published: (2026)

Sensitivity Quantification for Distribution System State Estimation
by: Mamudi, Betül, et al.
Published: (2026)

IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers
by: Lee, Hanwool, et al.
Published: (2024)

Electricity Spot Prices Forecasting Using Stochastic Volatility Models
by: Batyrov, Andrei Renatovich
Published: (2024)

Optimal Intraday Power Trading for Single-Price Balancing Markets: An Adaptive Risk-Averse Strategy using Mixture Models
by: Bruneel, Robin, et al.
Published: (2024)

An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations
by: Holý, Vladimír
Published: (2022)

The Value of Battery Energy Storage in the Continuous Intraday Market: Forecast vs. Perfect Foresight Strategies
by: Hornek, Timothée, et al.
Published: (2025)

Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting
by: Sartipi, Timothée Hornek Amir, et al.
Published: (2025)

Deep Hedging of Green PPAs in Electricity Markets
by: Biegler-König, Richard, et al.
Published: (2025)

Forecasting Day-Ahead Electricity Prices in the Integrated Single Electricity Market: Addressing Volatility with Comparative Machine Learning Methods
by: Harkin, Ben, et al.
Published: (2024)

A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
by: Laudagé, Christian, et al.
Published: (2023)

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)

Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)

Intraday Trading Volume Patterns of Market Index ETFs
by: Emiliano Giudici, et al.
Published: (2025)

Customising Electricity Contracts at Scale with Large Language Models
by: Cremer, Jochen L.
Published: (2025)

Leveraging Asynchronous Cross-border Market Data for Improved Day-Ahead Electricity Price Forecasting in European Markets
by: Mascarenhas, Maria Margarida, et al.
Published: (2025)

Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis
by: Jeleskovic, Vahidin, et al.
Published: (2023)

Hybrid Quantum-Classical Branch-and-Price for Intra-Day Electric Vehicle Charging Scheduling via Partition Coloring
by: Sun, Peng, et al.
Published: (2026)

Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices
by: Nickelsen, Daniel, et al.
Published: (2024)

SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
by: Brini, Alessio, et al.
Published: (2024)

Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
by: Hirsch, Simon
Published: (2025)

The Living Forecast: Evolving Day-Ahead Predictions into Intraday Reality
by: Bölat, Kutay, et al.
Published: (2025)

Joint Bidding on Intraday and Frequency Containment Reserve Markets
by: Zhang, Yiming, et al.
Published: (2025)