Descriptor: Unified Cross-Regional Time-Series Day-Ahead Electricity Price Dataset (UniElecPrice)

Electricity price forecasting plays a crucial role in decision-making in day-ahead (DA) electricity markets, which has drawn significant attention in the research community with the advancement of artificial intelligence over the past years. In such research, access to diverse and high-quality datasets are crucial for evaluating the performance of forecasting models effectively under the influence of data from a wide range of markets. Therefore, this article introduces a unified, cross-continental time-series dataset of DA electricity prices compiled from major wholesale markets across Asia, Europe, North and South America, and Oceania. The presented dataset encompasses diverse markets worldwide and provides a standardized format suitable for time-series forecasting and comparative analysis. This dataset has substantial value, as it not only complements research on forecasting electricity prices in DA markets but also enables researchers to conduct a deeper investigation of spatiotemporal dynamics, seasonal variability, and cross-border interactions in global electricity markets.

IEEE SOCIETY/COUNCIL Power and Energy Society (PES)

DATA TYPE/LOCATION Time-series; Asia, Europe, North and South America, and Oceania.

DATA DOI/PID 10.17632/s54n4tyyz4.2, 10.21227/c8f1-tp52