Research Markets

Leveraging Continuous Trade Data for Intraday Imbalance Price Forecasting

Nov 2, 2026 Source ↗

Key Insights

Forecasts of imbalance prices are essential for participants in short-term electricity markets.
This study proposes an approach to integrate trade data from continuous intraday markets into forecastin.

Cite this synthesis DOI: 10.48550/arXiv.2611.03331 ↗

Show formatted citation

@misc{ acaciamarkets-research-leveraging-continuous-trade-data-for-intraday-imbalance-pric,
  title = { Leveraging Continuous Trade Data for Intraday Imbalance Price Forecasting },
  author = { Leszek },
  year = { 2026 },
  doi = { 10.48550/arXiv.2611.03331 },
  url = { http://arxiv.org/abs/2611.03331v1 },
  note = {Summarized and classified by AcaciaFund}
}

TY  - GEN
TI  - Leveraging Continuous Trade Data for Intraday Imbalance Price Forecasting
AU  - Leszek
PY  - 2026
DO  - 10.48550/arXiv.2611.03331
UR  - http://arxiv.org/abs/2611.03331v1
ER  -

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Overview

Forecasts of imbalance prices are essential for participants in short-term electricity markets. This study proposes an approach to integrate trade data from continuous intraday markets into forecastin

Key Topics

Market Microstructure: A theme covered by this item within the markets context.

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Article Metadata

Evergreen Synthesized

market-microstructure simulation

Market Microstructure

SQI 0.750