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Trading behaviour on the continuous intraday market Elbas

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  • Scharff, Richard
  • Amelin, Mikael

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.

Suggested Citation

  • Scharff, Richard & Amelin, Mikael, 2016. "Trading behaviour on the continuous intraday market Elbas," Energy Policy, Elsevier, vol. 88(C), pages 544-557.
    • Handle: RePEc:eee:enepol:v:88:y:2016:i:c:p:544-557
    DOI: 10.1016/j.enpol.2015.10.045
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    References listed on IDEAS

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