Moein Jazayeri

Benchmark-aware short-term electricity price forecasting and estimation in Spain: information-set analysis, explainability, uncertainty, and renewable sensitivity

Additional lag-only and lag-plus-calendar benchmarks show that price memory forms the predictive core of the problem, but that the full model still provides statistically significant incremental gains, especially in high-renewable, high-volatility, peak-hour, and upper-tail conditions.