A review of electricity price forecasting models in the day-ahead, intra-day, and balancing markets

dc.contributor.authorO'Connor, Ciaranen
dc.contributor.authorBahloul, Mohameden
dc.contributor.authorPrestwich, Steven D.en
dc.contributor.authorVisentin, Andreaen
dc.contributor.funderScience Foundation Irelanden
dc.contributor.funderHORIZON EUROPE Digital, Industry and Spaceen
dc.date.accessioned2025-10-16T13:33:10Z
dc.date.available2025-10-16T13:33:10Z
dc.date.issued2025-06-12en
dc.description.abstractElectricity price forecasting plays a fundamental role in ensuring efficient market operation and informed decision making. With the growing integration of renewable energy, prices have become more volatile and difficult to predict, increasing the necessity of accurate forecasting in bidding, scheduling, and risk management. This paper provides a comprehensive review of point forecasting models for electricity markets, covering classical statistical approaches both with and without exogenous inputs, and modern machine learning and deep learning techniques, including ensemble methods and hybrid architectures. Unlike standard reviews focused solely on the day-ahead market, we assess model performance across day-ahead, intra-day, and balancing markets, with each posing unique challenges due to differences in time resolution, data availability, and market structure. Through this market-specific lens, the paper merges insights from a broad set of studies; identifies persistent challenges, such as data quality, model interpretability, and generalisability; and outlines promising directions for future research. Our findings highlight the strong performance of hybrid and ensemble models in the day-ahead market, the dominance of recurrent neural networks in the intra-day market, and the relative effectiveness of simpler statistical models such as LEAR in the balancing market, where volatility and data sparsity remain critical challenges.en
dc.description.statusPeer revieweden
dc.description.versionPublished Versionen
dc.format.mimetypeapplication/pdfen
dc.identifier.articleid3097en
dc.identifier.citationO’Connor, C., Bahloul, M., Prestwich, S. and Visentin, A. (2025) 'A review of electricity price forecasting models in the day-ahead, intra-day, and balancing markets', Energies, 18(12), 3097 (40pp). https://doi.org/10.3390/en18123097en
dc.identifier.doi10.3390/en18123097en
dc.identifier.eissn1996-1073en
dc.identifier.endpage40en
dc.identifier.issued12en
dc.identifier.journaltitleEnergiesen
dc.identifier.startpage1en
dc.identifier.urihttps://hdl.handle.net/10468/18048
dc.identifier.volume18en
dc.language.isoenen
dc.publisherMDPIen
dc.relation.projectinfo:eu-repo/grantAgreement/SFI/Research Centres Programme::Phase 2/12/RC/2289_P2/IE/INSIGHT_Phase 2 /en
dc.relation.projectinfo:eu-repo/grantAgreement/SFI/Centres for Research Training (CRT) Programme/18/CRT/6223/IE/SFI Centre for Research Training in Artificial Intelligence/en
dc.relation.projectinfo:eu-repo/grantAgreement/EC/HE::HORIZON-IA/101092989/EU/DATA Monetization, Interoperability, Trading & Exchange/DATAMITEen
dc.rights© 2025, the Authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/ licenses/by/4.0/).en
dc.rights.urihttps://creativecommons.org/licenses/by-nc/4.0/en
dc.subjectElectricity price forecastingen
dc.subjectDay-ahead marketen
dc.subjectIntra-day marketen
dc.subjectBalancing marketen
dc.subjectMachine learningen
dc.subjectDeep learningen
dc.subjectHybrid modelsen
dc.titleA review of electricity price forecasting models in the day-ahead, intra-day, and balancing marketsen
dc.typeArticle (peer-reviewed)en
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