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Martins, A. A. A. F., Lagarto, J. & Cardoso, M. G. M. S. (2019). Electricity market price analysis using time series clustering. 16th International Conference on the European Energy Market (EEM).

A. A. Martins et al.,  "Electricity market price analysis using time series clustering", in 16th Int. Conf. on the European Energy Market (EEM), ljublijana, 2019

@misc{martins2019_1732206852995,
	author = "Martins, A. A. A. F. and Lagarto, J. and Cardoso, M. G. M. S.",
	title = "Electricity market price analysis using time series clustering",
	year = "2019",
	url = "https://www.eem19.eu"
}

TY  - CPAPER
TI  - Electricity market price analysis using time series clustering
T2  - 16th International Conference on the European Energy Market (EEM)
AU  - Martins, A. A. A. F.
AU  - Lagarto, J.
AU  - Cardoso, M. G. M. S.
PY  - 2019
CY  - ljublijana
UR  - https://www.eem19.eu
AB  - The creation of the internal market of electricity has
long been a goal of the European Union, for which it has established
common rules through the directive 2009/72/EC. In this
context, the analysis of electricity markets operation of the different
countries that will form the internal market is of the utmost
importance.
In this work, we use clustering techniques to analyze 26 time series
of day-ahead electricity prices from European markets between
2015 and 2018 in order to identify different price patterns.
The cluster technique proposed uses a combination of three dissimilarity
measures for time series: Euclidean, Pearson correlation
based and periodogram based.
Results show that there is a clear distinction between Northern
markets, especially Nord Pool, and Southern markets, MIBEL
and Italy. Moreover, results also show that despite some market
prices presenting similar behaviors, a full integrated European
electricity market is yet to be accomplished.
ER  -