activity
20172022
most citedForecasting day-ahead electricity prices in Europe: the importance of considering market integration

223 citations · 431 across the 6 of their papers we have counts for

collaborators

6 papers

q-fin.ST2022★ 74 cited

Electricity Price Forecasting: The Dawn of Machine Learning

Arkadiusz Jędrzejewski, Jesus Lago, Grzegorz Marcjasz +1

Electricity price forecasting (EPF) is a branch of forecasting on the interface of electrical engineering, statistics, computer science, and finance, which focuses on predicting pr…

eess.SY2020★ 41 cited

Scenario-based Nonlinear Model Predictive Control for Building Heating Systems

Tomas Pippia, Jesus Lago, Roel De Coninck +1

State-of-the-art Model Predictive Control (MPC) applications for building heating adopt either a deterministic controller together with a nonlinear model or a linearized model with…

stat.AP2020★ 4 cited

Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs

Grzegorz Marcjasz, Jesus Lago, Rafał Weron

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electr…

stat.AP2020★ 21 cited

Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark

Jesus Lago, Grzegorz Marcjasz, Bart De Schutter +1

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predict…

stat.ML2019★ 68 cited

Short-term forecasting of solar irradiance without local telemetry: a generalized model using satellite data

Jesus Lago, Karel De Brabandere, Fjo De Ridder +1

Due to the increasing integration of solar power into the electrical grid, forecasting short-term solar irradiance has become key for many applications, e.g.~operational planning,…

q-fin.ST2017★ 223 cited

Forecasting day-ahead electricity prices in Europe: the importance of considering market integration

Jesus Lago, Fjo De Ridder, Peter Vrancx +1

Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting…