01
Electricity Price Forecasting
Econometric and deep-learning models that mitigate price risk in day-ahead and real-time markets.
We build hybrid forecasting stacks, ARIMA, LSTM/GRU, Transformer architectures and reinforcement-learning agents, calibrated to your market’s microstructure. Outputs feed bidding, hedging, and PPA structuring decisions.
- Day-ahead and intraday probabilistic forecasts (price ranges, not just single numbers)
- Hybrid econometric and deep-learning ensembles
- Backtesting against ERCOT (Texas), NEM (Australia), IEX (India), EPEX (Europe), and Nord Pool (Nordics)
- Calibration for renewable-driven volatility regimes
- Probabilistic price forecasts (point + quantile)
- Out-of-sample backtest report with benchmarks
- Production-ready inference API or scheduled batch model
- Model card with assumptions, drift signals, and audit trail
Often paired with our research on this topic.
Discuss an engagement