Forecasting and Risk Management Techniques for Electricity Markets, 3rd Edition
A special issue of Energies (ISSN 1996-1073).
Deadline for manuscript submissions: 20 November 2025 | Viewed by 20
Special Issue Editor
Interests: electricity market; weather derivatives; financial risk management and hedging; optimization and control
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Since the launch of the first edition of this Special Issue in 2020, the landscape of electricity markets has undergone rapid and profound transformation. The large-scale integration of renewable energy sources—particularly solar and wind—has significantly increased uncertainty in electricity markets due to their intermittent nature. This trend has highlighted the essential role of accurate forecasting in stabilizing grid systems, especially in real-time balancing and dispatch operations. At the same time, electricity prices have become increasingly volatile due to global energy price surges and the deregulation of electricity markets. The resulting risks—ranging from procurement cost uncertainty for suppliers to exposure for consumers—have elevated the importance of market forecasting and the development of financial instruments such as derivatives for hedging price fluctuations.
Meanwhile, the proliferation of distributed energy resources (DERs) and the rise of peer-to-peer (P2P) energy trading platforms are fundamentally reshaping traditional market structures. These shifts call for innovative risk management frameworks that incorporate advanced technologies such as blockchain and artificial intelligence to enhance the flexibility, transparency, and efficiency of energy transactions, as well as the development of new derivative theories. Building upon these recent trends, we are pleased to launch the third edition of our Special Issue. We welcome original research articles and review papers that address emerging challenges and opportunities in forecasting and risk management for modern electricity markets. Topics of interest include, but are not limited to, the following:
- Forecasting methods for electricity markets under uncertainty;
- Prediction of renewable energy production and variability;
- Market mechanisms for DERs and smart contract-based systems;
- Bidding strategies of agents in P2P electricity trading;
- Design and application of new derivatives in electricity and energy markets;
- Risk management techniques using weather and other derivatives;
- Blockchain-enabled P2P trading systems and their operations;
- Artificial market simulations involving DERs, storage batteries, and EV systems;
- Advanced technologies supporting carbon neutrality and grid resilience;
- Other emerging topics related to risk management in today’s rapidly evolving electricity markets.
Prof. Dr. Yuji Yamada
Guest Editor
Manuscript Submission Information
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Keywords
- forecasting and risk management techniques
- renewable energy
- P2P electricity trading and distributed energy resources (DERs)
- new derivatives for electricity and energy markets
- weather derivatives and derivatives for renewable energy trading
- carbon neutrality
- agent-based simulations
- block-chain technologies
- grid resilience
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