Electricity Price Forecasting: The Dawn of Machine Learning

Electricity Price Forecasting (EPF) IS A branch of forecasting at the interface of electrical engineering, statistics, computer science, and finance that focuses on predicting prices in wholesale electricity markets for a whole spectrum of horizons. These range from a few minutes (real-time/intraday auctions and continuous trading); through days (day-ahead [DA] auctions); to weeks, months, or even...