Free data on electricity spot prices?
November 30, 2010 3:42 AM Subscribe
I would like to have a time series of hourly electricity spot market prices, for at least one year, possibly more, to test a statistical model I'm investigating. Can I get them for free anywhere?
I would like to get an idea how well a model I have seen proposed for the seasonal variation in electricity prices works, but lack the data to do so. I have verified that the original data used by the author costs money to obtain, but since I'm just musing idly, I don't really care what market or time frame they're from.
I'm not quite desperate enough yet to resort to screen-scraping hundreds of daily pages, so at least monthly consolidation would be nice.
(And gah, I'll have to give up on this line of work if I mistype electricity a couple more times...)
I would like to get an idea how well a model I have seen proposed for the seasonal variation in electricity prices works, but lack the data to do so. I have verified that the original data used by the author costs money to obtain, but since I'm just musing idly, I don't really care what market or time frame they're from.
I'm not quite desperate enough yet to resort to screen-scraping hundreds of daily pages, so at least monthly consolidation would be nice.
(And gah, I'll have to give up on this line of work if I mistype electricity a couple more times...)
Best answer: pretty easy to get actually. Nordpool will have it , the Spanish Pool, UK, The Italians. In the US I think you can get it from most of the interconnects.
posted by JPD at 6:31 AM on November 30, 2010
posted by JPD at 6:31 AM on November 30, 2010
Response by poster: Thanks scruss for giving me a quick CSV for a long time, and thanks JPD for dropping a few names that helped me find even more!
posted by themel at 6:50 AM on November 30, 2010
posted by themel at 6:50 AM on November 30, 2010
Quite a few markets charge for the data, e.g. EEX in Germany, APX in the Netherlands.
For the UK, Elexon (which takes care of trading and settlements) give prices here:
http://elexon.co.uk/marketdata/creditdata/pricingdata.aspx
(You want the annual MID spreadsheets, not the SSP/SBP ones.)
The UK market is half-hourly, not hourly, just FYI. These prices are derived from the UK electricity exchange, which charges exorbitantly for their data (several £1000) but I've checked before and there's practically no difference between theirs and the MID above.
Powernext (French exchange) used to have theirs freely downloadable, but that might have changed since they merged with EEX.
I do have historical price series for Germany, France, Netherlands, Ireland, maybe others as well, feel free to memail me if you want them.
Note that the seasonality in different markets is very different, UK doesnt really have much of a summer peak, unlike Germany. They all have winter peaks, but of different magnitudes, depending on climate and types of generation. France goes through the roof every time there's a hint of cold. The UK has much more restrained seasonality due to more diverse generation types than most European countries. (As a point of interest (at least to me:), today had the highest UK price since December 2008, prices have been pretty much flat for the last 22 months).
Just on that point though, and haven't looked into it, but would guess that Nordpool might have less seasonality due to the massive amounts of Hydro it has available.
posted by Boobus Tuber at 2:57 PM on December 1, 2010
For the UK, Elexon (which takes care of trading and settlements) give prices here:
http://elexon.co.uk/marketdata/creditdata/pricingdata.aspx
(You want the annual MID spreadsheets, not the SSP/SBP ones.)
The UK market is half-hourly, not hourly, just FYI. These prices are derived from the UK electricity exchange, which charges exorbitantly for their data (several £1000) but I've checked before and there's practically no difference between theirs and the MID above.
Powernext (French exchange) used to have theirs freely downloadable, but that might have changed since they merged with EEX.
I do have historical price series for Germany, France, Netherlands, Ireland, maybe others as well, feel free to memail me if you want them.
Note that the seasonality in different markets is very different, UK doesnt really have much of a summer peak, unlike Germany. They all have winter peaks, but of different magnitudes, depending on climate and types of generation. France goes through the roof every time there's a hint of cold. The UK has much more restrained seasonality due to more diverse generation types than most European countries. (As a point of interest (at least to me:), today had the highest UK price since December 2008, prices have been pretty much flat for the last 22 months).
Just on that point though, and haven't looked into it, but would guess that Nordpool might have less seasonality due to the massive amounts of Hydro it has available.
posted by Boobus Tuber at 2:57 PM on December 1, 2010
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posted by scruss at 4:30 AM on November 30, 2010