Trading behaviour on the continuous intraday market Elbas

Richard Scharff and Mikael Amelin

Energy Policy, 2016, vol. 88, issue C, 544-557

Abstract: Intraday markets for electricity allow for trading of energy until shortly before the period of delivery. This offers market participants a possibility to reduce their expected imbalances and to offer own unused flexibility. Because this form of distributed balancing before the period of delivery can be profitable for market participants as well as beneficial for system operations, intraday trading is expected to gain more importance in future, especially with increasing shares of variable renewable energy sources in the generation mix.

Keywords: Intraday adjustment market; Distributed balancing; Bidding strategies; Integration of renewable energy sources; Market design (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (28)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:enepol:v:88:y:2016:i:c:p:544-557

DOI: 10.1016/j.enpol.2015.10.045

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