Diana Hozová

From Linear Regression to Temporal Fusion Transformers: Benchmarking Electricity Price Forecasting Models in Markets with Different Renewable Energy Shares

Rising renewable penetration increases wholesale price volatility and challenges traditional forecasting approaches. This paper benchmarks three methods—adaptive linear regression, Random Forest (RF), and the Temporal Fusion Transformer (TFT)—on hourly day-ahead prices in four European markets with contrasting generati...