From intraday orderbook to imbalance price: Understanding cross-market interaction
Preprint (arXiv:2609.37903)
Principal at inCommodities and Professor at Imperial College London, Dyson School of Design Engineering
I work on probabilistic forecasting, forecast verification and electricity markets, combining statistics and operations research to get the most value out of data.
Move across the chart to forecast from another moment.
Probabilistic forecasting and forecast verification, for energy, meteorology and business.
106 papersElectricity market design and trading, and markets for data, analytics and forecasts.
93 papersStochastic and robust decision-making, from unit commitment to logistics.
49 papersR. Yu, J.L. Cremer, P. Pinson, J. Kazempour, L. Semmelmann, T. Matsumoto, D.W. Bunn
Preprint (arXiv:2609.37903)
B. Fritz, A. Makrides, M. Fetanat, P. Pinson
Preprint (arXiv:2609.39396)
J. Van Belle, H. Wen, W. Verbeke, P. Pinson
Preprint (arXiv:2605.28531)
T. Falconer, P. Pinson, J. Kazempour
INFORMS Journal on Data Science, in press
X. Huang, P. Pinson
INFORMS Journal on Data Science, in press
H. Wen, P. Pinson
European Journal of Operational Research 332(2), pp. 492-504
Ten modules of video lectures and slides, from market fundamentals to advanced renewable energy forecasting, with exercises and interviews.
| Date | Title |
|---|---|
| Oct 2026 | Joining inCommodities as Principal |
| Oct 2026 | Joining inCommodities as Principal |
| Apr 2024 | Molslinjen and Halfspace win the INFORMS Edelman Award |