Issue: 2026/Vol.36/No.2, Pages 33-58
ARBITRAGE IN SHORT-TERM ELECTRICITY MARKETS: ECONOMIC VALUE OF MULTIDIMENSIONAL ENSEMBLE FORECASTS
Katarzyna Maciejowska
, Weronika Nitka
Cite as: K. Maciejowska, W. Nitka. Arbitrage in short-term electricity markets: Economic value of multidimensional ensemble forecasts. Operations Research and Decisions 2026: 36(2), 33-58. DOI 10.37190/ord/217347
Abstract
Keywords: electricity market, trading strategy, probabilistic forecasting, ensemble forecasting, multivariate forecasting
Received: 3 November 2025 Accepted: 25 January 2026
Published online: 25 January 2026