Trading behaviour on the continuous intraday market Elbas

• Published in: Energy policy Vol. 88; pp. 544 - 557
• Main Authors: Scharff, Richard, Amelin, Mikael
• Format: Journal Article
• Language: English
• Published: Kidlington Elsevier Ltd 01.01.2016; Elsevier Science Ltd
• Subjects: Alternative energy; Balancing; Behavior; Bidding strategies; Commodities trading; Distributed balancing; Economics; Electric utilities; Electrical Engineering; Electricity; Elektro- och systemteknik; Energy policy; Energy sources; Europe; Flexibility; Gain; Integration of renewable energy sources; Intraday adjustment market; Market design; Markets; Prices; Profitability; Renewable energy; Renewable energy sources; Securities markets; Stock prices; Studies; Europe; Distributed balancing; Integration of renewable energy sources; Market design; Intraday adjustment market; Bidding strategies

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 ca...