3 papers
eess.SY2026
A review of imbalance price forecasting algorithms in Europe: algorithms, metrics and the way forward
Arnaud Verstraeten, Maria Margarida Mascarenhas, Hussain Kazmi
Renewable electricity generation has grown significantly across many European power systems, leading to a greener energy mix, but also additional complexity in balancing electricit…
eess.SY2026
Empirical evaluation of Time Series Foundation Models for Day-ahead and Imbalance Electricity Price Forecasting in Belgium
Chi Bui, Maria Margarida Mascarenhas, Arnaud Verstraeten +1
Recent advances in Time Series Foundation Models (TSFMs) promise zero-shot forecasting capabilities with minimal task-specific training. While these models have shown strong perfor…
cs.LG2025
Leveraging Asynchronous Cross-border Market Data for Improved Day-Ahead Electricity Price Forecasting in European Markets
Maria Margarida Mascarenhas, Jilles De Blauwe, Mikael Amelin +1
Accurate short-term electricity price forecasting is crucial for strategically scheduling demand and generation bids in day-ahead markets. While data-driven techniques have shown c…