Energia
Market monitoring: unusual prices and structural change
Automatic screening of the day-ahead market for unusual hours and for lasting changes in how a zone's market behaves. For analysts, regulators and compliance teams.
Screening signals from public data, not evidence of market abuse. Surveillance under REMIT relies on order and transaction data held by ACER and the national regulators.
Unusual hours
Hours far from normal for that zone and hour (robust z-score against the previous 28 days, at least EUR 50 away), prices far outside our frozen forecast's range, and neighbours that usually share a price splitting apart.
Calculating…
Structural breaks since 2023
Lasting shifts in weekly statistics, found by binary segmentation with a penalty against over-fitting, with the 12-week level before and after.
Calculating…