When supply meets demand: The case of hourly spot electricity prices

被引：43

作者：

Boogert, Alexander ^{[1
,2
]}

Dupont, Dominique ^{[3
]}

机构：

[1] Univ London, Birkbeck Coll, Commod Finance Ctr, London, England

[2] Essent Energy Trading, NL-5211 AK sHertogenbosch, Netherlands

[3] Univ Twente, Enschede, Netherlands

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 2008年 / 23卷 / 02期

关键词：

available capacity; day-ahead electricity market; price forecasting;

D O I：

10.1109/TPWRS.2008.920731

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

We use a supply-demand framework to model the hourly day-ahead price of electricity (the spot price) based on publicly available information. With the model we can forecast the level and probability of a spike in the spot price defined as the spot price above a certain threshold. Several European countries have recently started publishing day-ahead forecasts of the available supply. This paper shows this forecasted capacity is quite successful in predicting spot price movements 24 h ahead.

引用

页码：389 / 398

页数：10

共 27 条

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