Outmane Mounjid (Ecole Polytechnique) Price impact study of the electricity intra-day market
We propose the first analysis of the price behaviour in the intra-day electricity market. This market is unique since it has very specific operating rules. We first conduct a global descriptive study of the price variations and the trading activity in such market. Then, we investigate the price impact generated by a power plant breakdown, study the price structure and finally propose a model to reproduce these properties.
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