Exploratory Visual Analytics for the European Single Intra-Day Coupled Electricity Market

被引：3

作者：

Demir, Sumeyra ^{[1
]}

Kok, Koen ^{[1
,2
]}

Paterakis, Nikolaos G. ^{[1
]}

机构：

[1] Eindhoven Univ Technol, Dept Elect Engn, Eindhoven, Netherlands

[2] TNO, Monitoring & Control Syst Grp, Groningen, Netherlands

来源：

2020 INTERNATIONAL CONFERENCE ON SMART ENERGY SYSTEMS AND TECHNOLOGIES (SEST) | 2020年

关键词：

data visualisation; European cross-border intra-day market; exploratory visual analytics; limit order book; SIDC project; BALANCING POWER;

D O I：

10.1109/sest48500.2020.9203043

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

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.

引用

页数：6

共 13 条

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