Russian Wholesale Electricity Market

Prices and volumes for day ahead and intraday sectors of the market

About Dataset

Context

On 1st September 2006, the Wholesale Electricity and Capacity Market was launched in Russia. The nodal pricing system is applied to the wholesale market: each node gets an individual price value for a certain hour. For the price analysis and forecast problem, the analyst uses the weighted average of the nodal prices for certain territory such as price zone, united energy system and others. More details about the Wholesale Electricity and Capacity Market of Russia you will find in my latest paper The Three-Headed Dragon: Electricity, Trading, Analysis.

Content

The data files include

1. the weighted average of the nodal day ahead prices for the European and Siberian price zones of the market;
2. the weighted average of the nodal day ahead prices for six United Energy Systems: NorthWest, Centre, Ural, South, Middle Volga and Siberia;
3. the day ahead scheduled volume for the European and Siberian price zones;
4. the weighted average of the nodal intraday prices for three United Energy Systems: NorthWest, Centre and Siberia

Time stamps are in Europe/Moscow timezone.

Acknowledgements

The present prices and volumes are available openly on the Power Exchange and the System Operator websites as a part of the market transparency policy.

Inspiration

Both the price and electricity consumption forecast problem is highly important on the Wholesale Electricity Market. Thus, the questions:

• What price should we expect tomorrow, next week, next year?
• What electricity consumption should we expect tomorrow, next week, next year?

datafile: https://pan.baidu.com/s/1f-ZYJE846r0_XKPJ8LqLQA
extraction code: mgnb

I am working on electricity forecasting recently. Interested friends can discuss by private message.