PhD Courses in Denmark

Electricity price forecasting (EPF) is a branch of energy forecasting on the interface between econometrics/statistics, computer science and engineering, which focuses on predicting the spot and forward prices in wholesale electricity markets. Over the last 25 years, a variety of methods and ideas have been tried for EPF, with varying degrees of success. In this short course recent developments in this fascinating area will be reviewed, including (but not limited to) pre- and postprocessing, (semi)automated feature selection, calibration window selection, probabilistic forecasting, combining forecasts, temporal reconciliation, deep learning, foundation models, and economic evaluation.