2018; Physical and Mathematical Sciences, 52(1 (245): 64–67
Shared with The Gufo

SPP REAL-TIME AND DAY-AHEAD ENERGY MARKETS

Tigran Piliposyan*

Received: 2025-02-04 · Published: 2018-04-16

© 2018 The Author(s) and the original publisher.

CC BY-NC 4.0 This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Shared article.
Original title
SPP REAL-TIME AND DAY-AHEAD ENERGY MARKETS
Author
Tigran Piliposyan
Published
2018-04-16
Licence
Creative Commons Attribution-NonCommercial 4.0 International
Original
https://doi.org/10.46991/PYSU:A/2018.52.1.064

Abstract

Southwest Power Pool (SPP) is a regional power transmission organization in the United States. Virtual transactions on the SPP markets are sold at auction. There are Real-Time (RT) and Day-Ahead (DA) markets, where you can buy electricity by winning an auction. Virtual transactions are a valuable component of the bilateral market. All market participants have DA and RT series of prices in hourly basis. In this article, we take a large amount of data of DA and RT prices and try to see which distribution function have the returns of RT prices. Then we make a regression between DA and RT prices, to see how they are related to each other.
1 / ? 100% Open in new tab Download Cite

Loading the full text…

Download Follow Updates