6 papers · 1 filter
From Intraday Orderbook to Imbalance Price: Understanding Cross-Market Interaction
Runyao Yu, Jochen L. Cremer, Pierre Pinson +4
Power systems with increasing variable renewable generation face greater uncertainty in scheduling and balancing. Intraday and balancing electricity markets facilitate position adj…
OrderFusion+: Probabilistic Buy--Sell Price Trajectory Forecasting in Intraday Electricity Markets
Runyao Yu, Derek W. Bunn
Intraday electricity markets enable participants to adjust energy positions close to delivery, with price forecasts necessary to support trading and the scheduling of flexible elec…
A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting
Runyao Yu, Julia Lin, Derek W. Bunn +6
Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines incre…
Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets
Runyao Yu, Derek W. Bunn, Julia Lin +8
Electricity price forecasting (EPF) plays a critical role in power system operation and market decision making. While existing review studies have provided valuable insights into f…
Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets
Runyao Yu, Ruochen Wu, Yongsheng Han +1
Accurate probabilistic forecasting of intraday electricity prices is critical for market participants to inform trading decisions. Existing studies rely on specific domain features…
OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Forecasting
Runyao Yu, Yuchen Tao, Fabian Leimgruber +6
Probabilistic intraday electricity price forecasting is becoming increasingly important for short-term power-system operation. With increasing renewable generation, demand-side fle…