Modeling and Forecasting Intraday Electricity Markets
A special issue of Energies (ISSN 1996-1073). This special issue belongs to the section "C: Energy Economics and Policy".
Deadline for manuscript submissions: closed (29 February 2020) | Viewed by 44027
Special Issue Editors
Special Issues, Collections and Topics in MDPI journals
Interests: energy analytics; electricity price and load forecasting; energy markets; renewable energy; forecasting in water and environmental sciences; high-dimensional time series; seasonal time series; probabilistic forecasting; evaluation; risk and portfolio management
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
The expansion of renewable generation and active demand side management has increased the importance of short-term electricity markets, which are seen by many market participants as the future of electricity trading. However, so far, the vast majority of research has been in the context of day-ahead auction trading. This situation calls for:
(1) Understanding the intraday market microstructure with its continuous trading (e.g., Germany, France, Poland, UK) or multiple consecutive auctions (e.g., Italy, Spain) for individual load periods up to a few minutes before delivery and direct influence of power system fundamentals, so different from the uniform price auction day-ahead markets, and;
(2) developing innovative forecasting methods that meet the very specific characteristics of intraday and balancing (or real-time) electricity markets.
In this Special Issue, we invite submissions exploring cutting-edge research and recent advances that address the above and related challenges.
Prof. Dr. Rafał Weron
Prof. Dr. Florian Ziel
Guest Editors
Manuscript Submission Information
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Keywords
- Intraday electricity market
- Balancing market
- Continuous trading
- Auction market
- Electricity price forecasting
- Regression models
- Machine learning
- Neural networks
- Fundamental models