The day-ahead regional electricity markets are becoming more and more integrated. The markets of the CWE, i.e. Germany, France, Austria, Belgium, and the Netherlands, are probably the most liquid markets among others. Not considering properly the integration with the border markets can be a risky approximation.
To perform scenario analysis and short-term forecast, many power operators have developed a replica of the SDAC – Single Day-Ahead Coupling algorithm, concentrating on the CWE’s markets, approximating the behavior of boundary markets.
But what should be done to extend the CWE with the day-ahead markets in Italy and Spain? How in Italy the PUN price works and how to tackles their different market zones? Where the data needed to replicate a given delivery day can be gathered?
To provide an answer to the above questions and more, we have designed an innovative format for a course, that is made of web-conferences, written notes, the Python source code to access the data, and an e-mail based support.
If you need more information feel free to email a request at firstname.lastname@example.org