NDLI: A continuous intraday trading model in a CACM FG compliant world

Content Provider	IEEE Xplore Digital Library
Author	Marien, A. Luickx, P. Tirez, A.
Copyright Year	2014
Description	Author affiliation: Tech. Oper. of the Markets, Commissie voor de Regulering van de Elektriciteit en het Gas (CREG), Brussels, Belgium (Marien, A.; Luickx, P.; Tirez, A.)
Abstract	The paper looks upon a possible way of designing a continuous trade intraday market in Europe, in accordance with the Capacity Allocation and Congestion Management (CACM) Framework Guideline (FG). The sequential approach of a purely continuous trading is shown to limit optimal trading in the intraday market. Automatic Matching (AM) of trades is proposed to solve this problem and to allow pricing of (cross-zonal) transmission capacity. The model presented in this paper proposes a combination of continuous trading and auctions: in case of congestions auctions are applied. The automatic matching process can be used to match multiple bids/asks located in different bidding zones, applying flow-based constraints as well as to match hourly products with several types of sophisticated products.
Starting Page	1
Ending Page	6
File Size	413552
Page Count	6
File Format	PDF
ISBN	9781479960958
ISSN	21654093
DOI	10.1109/EEM.2014.6861242
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-05-28
Publisher Place	Poland
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	intraday Europe target model Pricing capacity pricing Electricity supply industry Real-time systems Resource management Standards Guidelines auction flowbased
Content Type	Text
Resource Type	Article

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