
Forecasting scored in euros, not in R²
Load, wind, solar and price predicted directly on the 15-minute grid rather than resampled from hourly models. ECMWF IFS HRES and ENS with ICON-D2 for the short range, bias-corrected per site, plus satellite nowcasting from MSG and MTG rapid scan inside four hours. Quantiles rather than point forecasts, so the desk can position against the expected sign of the imbalance price.
- Direct 15-minute MTU models — never an hourly forecast interpolated four ways
- Walk-forward recalibration and a full year of untouched out-of-sample
- Price scored in MAE and rMAE against a naive benchmark, never MAPE — with 170 negative-price hours in 2025 and 166 in the first seven months of 2026, the denominator collapses at every near-zero hour and loses meaning once the sign flips. MAPE stays only where it is defensible: strictly positive load series




