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

机译:欧洲单一日内耦合电力市场的探索性可视化分析

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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.
机译:近年来,欧洲单一日内耦合电力市场(SIDC)的交易活动已大大增加,这主要是由于可再生能源生产的渗透率不断提高及其随后对市场价格失衡的影响。尽管如此,需要更多的研究来了解这个不断增长的市场。本文介绍了SIDC的可交易合同的探索性可视化分析工具。主要的可视化效果来自于订购和交易书籍,旨在通过监视市场趋势,行为,深度,价格共识和流动性来增加我们对SIDC的领域知识。此外,可以将以前的SIDC交易量和平衡价格合同可视化,以确定交易机会和风险。我们希望,提出的可视化分析将对寻求快速,易于实施的工具以获取更多市场洞察力并开发手动或自动交易策略的从业人员和研究人员都是有用的。

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