Exploratory visual analytics for the european single intra-day coupled electricity market

Sumeyra Demir, Koen Kok, Nikolaos G. Paterakis

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

Abstract

European single intra-day coupled electricity market (SIDC) trading activity has increased substantially in recent years mainly as a consequence of the increasing penetration of renewable energy production and its subsequent impact on imbalance market prices. Nonetheless, more research is needed to understand this growing market. This paper presents exploratory visual analytics tools for tradable contracts of the SIDC. The main visualisations are created from order and trade books and intended to increase our domain knowledge of the SIDC by monitoring market trends, behaviours, depth, price consensus and liquidity. Furthermore, previous contracts of SIDC volumes and balancing prices are visualised to identify trading opportunities and risks. We expect that the presented visual analytics will be useful for both practitioners and researchers seeking quick and easily implementable tools for acquiring additional market insights and developing manual or automated trading strategies.

Original languageEnglish
Title of host publicationSEST 2020 - 3rd International Conference on Smart Energy Systems and Technologies
PublisherInstitute of Electrical and Electronics Engineers
ISBN (Electronic)9781728147017
DOIs
Publication statusPublished - Sep 2020
Event3rd International Conference on Smart Energy Systems and Technologies, SEST 2020 - Virtual, Istanbul, Turkey
Duration: 7 Sep 20209 Sep 2020

Conference

Conference3rd International Conference on Smart Energy Systems and Technologies, SEST 2020
CountryTurkey
CityVirtual, Istanbul
Period7/09/209/09/20

Keywords

  • Data visualisation
  • European cross-border intra-day market
  • Exploratory visual analytics
  • Limit order book
  • SIDC project

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