TSFMs need covariates for competitive EPF, do not consistently beat domain-specific methods, and simple TSFM–domain ensembles capture complementary signal under a contamination-aware two-dataset protocol.
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Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence
TSFMs need covariates for competitive EPF, do not consistently beat domain-specific methods, and simple TSFM–domain ensembles capture complementary signal under a contamination-aware two-dataset protocol.