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Xi'an Jiaotong-Liverpool University

Uncertainty-Aware Time-Frequency Electricity Price Forecasting

Closes:

56

About the Project

Electricity prices in renewable-dominated markets exhibit multiscale non-stationarity, regime switching, and volatility clustering, posing significant challenges for reliable forecasting. Existing approaches often prioritize point accuracy while neglecting structured uncertainty and frequency-dependent dynamics. This PhD project develops an uncertainty-aware timefrequency modelling framework that formalizes electricity prices as a regime-sensitive stochastic process with decomposable variance…

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Xi'an Jiaotong-Liverpool University Jobs

Xi'an Jiaotong-Liverpool University

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Xi'an Jiaotong-Liverpool University (XJTLU) offers a dynamic work environment with a focus on international collaboration, research excellence, and career development opportunities.

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