UK Energy Trading

Context
In the Great Britain market, you can also trade without an asset such as a power plant, renewables or batteries. Therefore, it can be differentiated between physical trades – backed by an asset – and solely financial non-physical trades on the markets without actually providing or receiving energy.

This dataset can be used in building forecast models, optimisation models and in developing first trading strategies for both physical and non-physical energy trading.

A primer: Using this dataset, one can have a closer look into two auctions of the day-ahead electricity market in Great Britain and develop as well as backtest a trading strategy maximising profits between both auctions.

Content

•  a csv-file (“auction_data.csv”) containing actual prices and traded volumes of both auctions as well as a price forecast for the first auction
•  a csv-file (“forecast_inputs.csv”) with input variables that can be used to forecast the prices of the second auction (you can find a more detailed description of the input variables in a separate txt-file – “description_input_variables.txt”)
•  a csv-file (“system_prices.csv”) with the forecasted price range of the system prices as well as the actual prices