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Day-ahead market price volatility analysis in deregulated electricity markets

机译：放松管制的电力市场中的日前市场价格波动分析

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The electricity market experiences pronounced short term volatility due to its peculiarities, first of all continuous load variations associated to the impossibility to profitably store electric energy. Electricity price forecasting is extremely important for all market players and in particular for generating companies, that must manage their units, and the associated economic risk, in the short, medium and long term. In general, price volatility depends on a large number of parameters such as: fuel prices (often related to currency exchange rates), availability of generating units, hydro generation production, demand elasticity and variations, network congestion and management rules of any specific electricity market. This study provides an analysis of day-ahead spot market price volatility in Spain, California, UK and PJM markets. Electricity prices for the years 1999 and 2000 have been used for the study. The analysis has been carried out on the basis of an original definition of price volatility.
机译：电力市场由于其特殊性而经历了明显的短期波动，首先是与无法盈利地存储电能有关的连续负载变化。对于所有市场参与者，尤其是对于必须在短期，中期和长期内管理其单位以及相关经济风险的发电公司，电价预测至关重要。通常，价格波动取决于许多参数，例如：燃料价格（通常与货币汇率有关），发电机组的可用性，水力发电的生产，需求弹性和变化，任何特定电力市场的网络拥堵和管理规则。这项研究提供了西班牙，加利福尼亚，英国和PJM市场日间现货市场价格波动的分析。该研究使用了1999年和2000年的电价。分析是在价格波动的原始定义的基础上进行的。

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