Essay On Electricity Market

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Short-Term Spot Electricity Price Modeling in Competitive Electricity Markets 1 Introduction Electricity when viewed from an economic perspective is probably the most important man-made commodity of human race. Ever since its invention and commercial use in 18th century to this day, its contribution to progress, growth, innovation and development to mankind has been unequivocal. Electricity markets over the decades have always been regional, oligopolistic and vertically integrated. However, in the last few decades, power markets world-wide are being transformed from highly regulated Government controlled power markets into deregulated and competitive power markets. The traditional vertically integrated electric utility structures of yester-years have been replaced by a deregulated and competitive market scheme in many countries worldwide (Li et al., 2007; Weron, 2006, Girish et al., 2014). The main objective of power market restructuring and deregulation has been to introduce competition in the power industry especially in the way electricity and ancillary services are traded thereby providing more options for power market participants to choose from (Amjady and Daraeepour, 2009). With the deregulation and increased competition, today, participants of power markets are facing new challenges. Electricity trading is no more a technical business and it has transformed in to one in which, the product is treated similar to any other commodity (Pilipovic, 1997). For example in India, short-term power market transactions (i.e. contracts of less than a year) accounted for approximately 11% (i.e. nearly 100 billion units) of the total electricity generated in India for the year 2012-13. Electricity trading is no more a nascent phenomena w... ... middle of paper ... ... studies to empirically analyze Indian spot electricity price data. The current study provides crucial insights about spot electricity price behavior and is a pre-step for developing a model which would be helpful for pricing electricity derivatives (which will be introduced shortly as announced by Indian Energy Exchange in competitive landscape of Indian power market post enactment of Indian Electricity Act 2003). The rest of the paper is structured as follows: In section 2, we highlight the importance of power exchanges and day ahead spot electricity markets. In section 3 we introduce Indian power market, electricity trading and Indian Energy Exchange. In section 4 we review literature on spot electricity price modeling. In Section 5 we empirically investigate the stylized facts of spot electricity prices of Indian electricity market and conclude in Section 6.

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