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Proceedings of the YSU, Physics & Mathematics, 2018, Volume 52, Issue 1, Pages 64–67 (Mi uzeru460)  

Communications
Mathematics

SPP Real-Time and Day-Ahead energy markets

T. V. Piliposyan

Chair of Actuarial Mathematics and Risk Management YSU, Armenia

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.

Keywords: Southwest Power Pool energy market, Real-Time market, Day-Ahead market, virtual transaction

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Document Type: Article
Received: 27.12.2017
Language: English

Citation: T. V. Piliposyan, “SPP Real-Time and Day-Ahead energy markets”, Proceedings of the YSU, Physics & Mathematics, 52:1 (2018), 64–67

Citation in format AMSBIB
\Bibitem{Pil18}
\by T.~V.~Piliposyan
\paper SPP Real-Time and Day-Ahead energy markets
\jour Proceedings of the YSU, Physics {\&} Mathematics
\yr 2018
\vol 52
\issue 1
\pages 64--67
\mathnet{http://mi.mathnet.ru/uzeru460}


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