A review of imbalance price forecasting in Europe: algorithms, metrics and the way forward

arXiv:2605.17054 · eess.SY, cs.SY · Submitted 2026-05-16 · Read on arXiv

eess.SY, cs.SY

Submitted: 2026-05-16

Updated: 2026-09-29

Terminology

• Accuracy — 10× in this paper · explained in 1 episode
• Calibration — 5× in this paper · explained in 7 episodes
• Probabilistic Forecasting — 5× in this paper · explained in 3 episodes
• Benchmark — 4× in this paper · explained in 2 episodes
• Benchmarking — 4× in this paper · explained in 3 episodes
• European Energy Market — 3× in this paper
• Transformer — 3× in this paper · explained in 2 episodes
• Explainability — 2× in this paper · explained in 3 episodes
• Conformal Prediction — 1× in this paper · explained in 5 episodes
• Core — 1× in this paper · explained in 2 episodes
• Loss Function — 1× in this paper · explained in 2 episodes
• Time Series Forecasting — 1× in this paper · explained in 3 episodes

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