Cover Image

Scenario generation of intraday electricity price paths for optimal trading in continuous markets

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Puć, Andrzej, Janczura, Joanna
Format:	Preprint
Published:	2026
Subjects:	Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Corrected Support Vector Regression for intraday point forecasting of prices in the continuous power market
by: Puć, Andrzej, et al.
Published: (2024)

Expectile regression averaging method for probabilistic forecasting of electricity prices
by: Janczura, Joanna
Published: (2024)

Probabilistic intraday electricity price forecasting using generative machine learning
by: Chen, Jieyu, et al.
Published: (2025)

A practical scenario generation method for electricity prices on day-ahead and intraday spot markets
by: Papadimitriou, Chrysanthi, et al.
Published: (2024)

Mapping the causal structure of price formation in Texas's transitioning electricity market
by: Madadkhani, Shiva, et al.
Published: (2026)

Regularization for electricity price forecasting
by: Uniejewski, Bartosz
Published: (2024)

Adaptive probabilistic forecasting of French electricity spot prices
by: Dutot, Grégoire, et al.
Published: (2024)

Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs
by: Narajewski, Michał, et al.
Published: (2021)

An adaptive standardisation methodology for Day-Ahead electricity price forecasting
by: Sebastián, Carlos, et al.
Published: (2023)

Optimal day-ahead offering strategy for large producers based on market price response learning
by: Alcántara, António, et al.
Published: (2022)

From day-ahead to mid and long-term horizons with econometric electricity price forecasting models
by: Ghelasi, Paul, et al.
Published: (2024)

Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices
by: Uniejewski, Bartosz
Published: (2023)

Short-term CO2 emissions forecasting: insight from the Italian electricity market
by: Duttilo, Pierdomenico, et al.
Published: (2025)

Do we actually understand the impact of renewables on electricity prices? A causal inference approach
by: Cacciarelli, Davide, et al.
Published: (2025)

Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts
by: Lipiecki, Arkadiusz, et al.
Published: (2025)

A data-driven merit order: Learning a fundamental electricity price model
by: Ghelasi, Paul, et al.
Published: (2025)

Accounting carbon emissions from electricity generation: a review and comparison of emission factor-based methods
by: Bertolini, Marina, et al.
Published: (2024)

Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
by: Maciejowska, Katarzyna, et al.
Published: (2023)

Energy optimal path planning for wheeled mobile robots with circular obstacle
by: Youngjin Kim, et al.
Published: (2024)

Multifractal behavior of price changes in the Green Bonds funds
by: Barbosa, Wenderson Gomes, et al.
Published: (2025)

A representation-learning approach for insurance pricing with images
by: Blier-Wong, Christopher, et al.
Published: (2023)

Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
by: Lipiecki, Arkadiusz, et al.
Published: (2024)

Forecasting Italian daily electricity generation disaggregated by geographical zones and energy sources using coherent forecast combination
by: Girolimetto, Daniele, et al.
Published: (2025)

Fast and interpretable electricity consumption scenario generation for individual consumers
by: Soenen, J., et al.
Published: (2024)

Optimal allocation of solar photovoltaic distributed generation for performance enhancement of electrical distribution networks considering optimal volt‐var regulation under uncertainty and high load variation
by: Mohamed Lokmane Hareche, et al.
Published: (2024)

Quantifying Decarbonization Speed Across Climate Scenarios
by: Zhang, Fangyuan
Published: (2026)

Research on image processing of electric power system terminals based on reinforcement learning and mobile edge computing optimization
by: Hui Zhou, et al.
Published: (2024)

The information flow among Green Bonds exchange traded funds
by: Barbosa, Wenderson Gomes, et al.
Published: (2025)

Identification of socioeconomic factors influencing global food price security using machine learning
by: Shan, Shan
Published: (2024)

Overcoming optical‐electrical grid design trade‐offs for cm2‐sized high‐power GaAs photonic power converters by plating technology
by: Henning Helmers, et al.
Published: (2024)

Detecting distinctive structural changes in economic data
by: Dębicka, Joanna, et al.
Published: (2025)

Principal stratification with continuous treatments and continuous post-treatment variables
by: Antonelli, Joseph, et al.
Published: (2023)

Stimulation of soy seeds using environmentally friendly magnetic and electric fields
by: Dziwulska-Hunek, Agata, et al.
Published: (2022)

A comprehensive study on causal discovery between degradation paths
by: Chen, Shi-Shun, et al.
Published: (2026)

Modeling electrical distribution networks with inhomogeneous Galton-Watson trees
by: Rasmussen, Jakob G., et al.
Published: (2025)

Global dynamics of functional composition in CITES ‐traded reptiles
by: Dominic Meeks, et al.
Published: (2024)

A divide-and-conquer approach for spatio-temporal analysis of large house price data from Greater London
by: Gupta, Kapil, et al.
Published: (2024)

Scenario Analysis with Multivariate Bayesian Machine Learning Models
by: Pfarrhofer, Michael, et al.
Published: (2025)

Evolution of “invasion syndrome” in invasive goldenrod is not constrained by genetic trade‐offs
by: Laura C. Rigby, et al.
Published: (2024)

Improving ex ante accuracy assessment in predicting house price dispersion: evidence from the USA
by: Chwila, Adam, et al.
Published: (2025)