Energy price forecasting predicts Locational Marginal Prices (LMPs) in wholesale electricity markets — both Day-Ahead (DA) and Real-Time (RT) settlement prices at nodal and zonal levels. The spread between DA and RT prices (the DART spread) is where much of the trading edge in power markets lives.
Traders use LMP forecasts to position around DA auctions and capture RT volatility. Retailers use them to manage procurement exposure. Asset operators use them to optimize dispatch and bidding. Accuracy depends on getting the demand signal right first — which is why the best price forecasts are built downstream of the best load forecasts, not independently.
Price forecast accuracy vs. market benchmark
Average daily DART edgeper node
ERCOT nodes covered




