3 papers
q-fin.ST2025
Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books
Timothée Hornek, Sergio Potenciano Menci, Ivan PaviÄ
The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power syst…
cs.LG2025
Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting
Timothée Hornek Amir Sartipi, Igor Tchappi, Gilbert Fridgen
Accurate electricity price forecasting (EPF) is crucial for effective decision-making in power trading on the spot market. While recent advances in generative artificial intelligen…
cs.CE2025
The Value of Battery Energy Storage in the Continuous Intraday Market: Forecast vs. Perfect Foresight Strategies
Timothée Hornek, Youngsub Lee, Sergio Potenciano Menci +1
Grid-scale battery energy storage systems (BESSs) can provide flexibility to the power system and capture shortterm price volatility by shifting energy in time through controlled c…