Agentic AI for Price-Only 15 min SDAC Market Diagnostics in Central and Eastern Europe

The shift to 15 min market time units (MTUs) in single-day-ahead coupling (SDAC) increases temporal granularity, but complicates the interpretation of intra-hour electricity price spikes and rapid ramps. This paper examines whether architectural decomposition improves the reliability of large language model (LLM)-based diagnostics in price-only settings, rather than causal market analytics, under severe information constraints. We compare a proposed agentic workflow featuring structured context extraction, spike/ramp detection, hypothesis generation, consistency checks, and explicit uncertainty calibration against non-agentic baselines. The paper contributes: (i) a reproducible benchmark for 15 min diagnostic question answering in day-ahead markets, (ii) an agentic architecture tailored to structured time-series reasoning with explicit uncertainty handling, and (iii) empirical evidence that decomposition and verification improve evidence grounding and trustworthiness in market analytics. The evaluation includes 360 price-only cases sampled across autumn 2025, winter 2025–2026, and early spring 2026, balanced by bidding zone, temporal period, event type, and impact tier, comprising 180 spike and 180 ramp cases from six Central and Eastern European bidding zones (Bulgaria, Czechia, Hungary, Poland, Romania, and Slovakia). Using identical inputs, we assess automatic reliability metrics and human ratings. The agentic workflow improves reliability (∆ = +0.067, 95% CI [+0.049, +0.085]) and significantly increases calibrated price-only disclaimers (∆ = +0.500) relative to the monolithic LLM baseline. Human evaluation confirms higher overall quality (+0.74), helpfulness (+1.06), and correctness (+0.94), with a 65.5% pairwise win rate. Overall, the results support a narrower conclusion: structured decomposition and verification improve calibration and perceived explanation quality relative to a simple monolithic LLM baseline, but their advantages are not uniform across stronger non-agentic baselines and remain limited by the absence of exogenous market data.

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Publication Details

Journal
Applied System Innovation
Published
2026-04-29
DOI
https://doi.org/10.3390/asi9050093
Primary Topic
Energy Load and Power Forecasting
Type
article
Field-Weighted Citation Impact
0.00

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article

Agentic AI for Price-Only 15 min SDAC Market Diagnostics in Central and Eastern Europe

Sener Ali, Adela Bâra, Simona-Vasilica Oprea
Applied System Innovation
Energy Load and Power Forecasting
article

Agentic AI for Price-Only 15 min SDAC Market Diagnostics in Central and Eastern Europe

Sener Ali, Adela Bâra, Simona-Vasilica Oprea
article en

Abstract

The shift to 15 min market time units (MTUs) in single-day-ahead coupling (SDAC) increases temporal granularity, but complicates the interpretation of intra-hour electricity price spikes and rapid ramps. This paper examines whether architectural decomposition improves the reliability of large language model (LLM)-based diagnostics in price-only settings, rather than causal market analytics, under severe information constraints. We compare a proposed agentic workflow featuring structured context extraction, spike/ramp detection, hypothesis generation, consistency checks, and explicit uncertainty calibration against non-agentic baselines. The paper contributes: (i) a reproducible benchmark for 15 min diagnostic question answering in day-ahead markets, (ii) an agentic architecture tailored to structured time-series reasoning with explicit uncertainty handling, and (iii) empirical evidence that decomposition and verification improve evidence grounding and trustworthiness in market analytics. The evaluation includes 360 price-only cases sampled across autumn 2025, winter 2025–2026, and early spring 2026, balanced by bidding zone, temporal period, event type, and impact tier, comprising 180 spike and 180 ramp cases from six Central and Eastern European bidding zones (Bulgaria, Czechia, Hungary, Poland, Romania, and Slovakia). Using identical inputs, we assess automatic reliability metrics and human ratings. The agentic workflow improves reliability (∆ = +0.067, 95% CI [+0.049, +0.085]) and significantly increases calibrated price-only disclaimers (∆ = +0.500) relative to the monolithic LLM baseline. Human evaluation confirms higher overall quality (+0.74), helpfulness (+1.06), and correctness (+0.94), with a 65.5% pairwise win rate. Overall, the results support a narrower conclusion: structured decomposition and verification improve calibration and perceived explanation quality relative to a simple monolithic LLM baseline, but their advantages are not uniform across stronger non-agentic baselines and remain limited by the absence of exogenous market data.

Applied System InnovationVol. 9(5)
Bucharest University of Economic Studies (RO)
European Commission, Unitatea Executiva pentru Finantarea Invatamantului Superior, a Cercetarii, Dezvoltarii si Inovarii
Openalex Percentile: Top 10%
Energy Load and Power Forecasting
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