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© Rainer Sturm / PIXELIO
© Eva Kaliwoda / PIXELIO
© Rosel Eckstein / PIXELIO
© Uschi Dreiucker / PIXELIO
© Uschi Dreiucker / PIXELIO
© Berggeist007 / PIXELIO
© Joujou / PIXELIO
© Q Pictures / PIXELIO
© Rainer Sturm / PIXELIO

Performance Measuring of Power Trading in the Intraday-Market

The stochastic nature of electricity generation based on wind has a strong impact on the open volume and traded prices on the intraday market for electricity at the EPEX SPOT power exchange. Transmission system operators (TSOs) have to market this electricity on the day ahead as well as on the intraday market. The ior/cf-HSG developed and implemented automated trading algorithms embedded as a Java plugin into a commercial energy trading system. Through this commercial energy trading system, the algorithms are supplied with all relevant historic and current prognosis and market data like the order book for every single tradable contract. Newly placed orders on the intraday market are immediately received and the algorithm can react instantaneously by placing matching orders on the market itself. The next step lies in measuring the trading performance, which will be worked out in relation to the asymmetric pricing within the balancing market.

Key Information

Work Package / Task: 3
Research Partners: University of St. Gallen
Keywords: Energy Trading, Electricity Markets
Start date: 01.01.2018
End date: 31.12.2020
Status: active

 
Competence Center for Research in Energy, Society and Transition
In case of questions, please contact the Management Office
In case of questions, please contact the Management Office.
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