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Analysis of Market Participants' Trading Behaviour on the Nordic Intraday Market: Work-in-progress
KTH, School of Electrical Engineering (EES), Electric Power Systems.ORCID iD: 0000-0002-2016-1739
KTH, School of Electrical Engineering (EES), Electric Power Systems.ORCID iD: 0000-0001-6000-9363
2014 (English)Conference paper, Abstract (Other academic)
Abstract [en]

Trading possibilities after closure of the day-ahead electricity market are expected to be of vital importance for an efficient integration of variable renewable energy sources. Today, there is a variety of different designs for intraday markets. In Europe, two basic layouts can be distinguished: double-sided intraday auctions like in Spain and Portugal and platforms for continuous trading as, for example, in Germany, France or the Nordic countries. Understanding trading behaviour on intraday markets can reveal shortcomings not only in their design, but also in the market rules of the whole electricity market. Both can hamper a more efficient integration of wind power.

In this work-in-progress, trading activities on Elbas, the Nordic intraday market, are analysed. The analysis includes all trades that have been successfully settled between 2 March, 2012 and 28 February, 2013. In order to explain the observed trading behaviour, data is collected that is supposed to be relevant to market participants when taking their intraday trading decisions.

The goal of this research project is to investigated to which extent intuitive bidding strategies can be observed in practice using descriptive statistical methods as well as explaining important examples in detail.

Place, publisher, year, edition, pages
Keyword [en]
intraday market, adjustment market, balancing expected deviations, observed trading behaviour, Nordic electricity market
National Category
Energy Systems
Research subject
Electrical Engineering; Energy Technology
URN: urn:nbn:se:kth:diva-159454OAI: diva2:784807
ENERDAY, 9th Conference on Energy Economics and Technology on 11 April 2014, Dresden, Germany
Elektra 36141: Korttidsplanering av vatten-värmekraftsystem vid stora mängder vindkraft: System-perspektivet

QC 20150220

Available from: 2015-01-30 Created: 2015-01-30 Last updated: 2015-02-20Bibliographically approved

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Scharff, RichardAmelin, Mikael
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