BMRS Dataset

This repository contains the data and methods used to build and analyse a half-hourly Great Britain balancing-market dataset derived from the Elexon BMRS portal.
The workflow begins with programmatic extraction of demand, renewable forecasts and actuals, generation by type, margin, imbalance, NETBSAD, system prices, and frequency data from BMRS, which are then consolidated into a structured source panel.
This panel is transformed through the UK Grid Analysis workbook layer, where the BMRS_Base query engineers the main analytical variables, including renewable generation, renewable share, gas share, forecast errors, imbalance and price measures, frequency deviations, bins, and lag/delta terms.
The resulting export tables feed Python-based econometric analysis covering descriptives, correlations, OLS, robust and HAC inference, diagnostics, fixed effects, quantile models, event models, influence tests, and related robustness checks. In a second analytical branch, daily UK and EU gas market data are merged into the BMRS panel to create patched datasets used for gas-control specifications and extended testing. Final curated manuscript figures are then generated from the statistical result workbooks. The package is intended to support transparency, reproducibility, and reuse of the study’s data construction and empirical workflow.

本仓库收录了用于构建并分析基于Elexon平衡机制报告服务（Balancing Mechanism Reporting Service, BMRS）门户数据生成的英国半小时级平衡市场数据集的相关数据与方法。该工作流首先通过编程方式从BMRS门户提取需求、可再生能源预测值与实际值、分类型发电量、边际电量、不平衡电量、NETBSAD、系统电价以及频率数据，随后将这些数据整合为结构化的源面板数据集。该面板数据集将通过英国电网分析工作簿层进行预处理：其中BMRS_Base查询将生成核心分析变量，包括可再生能源发电量、可再生能源占比、天然气发电占比、预测误差、不平衡与电价相关指标、频率偏差、分箱变量以及滞后项/差分项。生成的导出表将用于基于Python的计量经济学分析，涵盖描述性统计、相关性分析、普通最小二乘法（Ordinary Least Squares, OLS）、稳健推断与异方差自相关一致（Heteroskedasticity and Autocorrelation Consistent, HAC）推断、诊断检验、固定效应模型、分位数回归模型、事件研究模型、影响性检验以及相关稳健性检验。在第二条分析分支中，每日英国与欧盟天然气市场数据将被合并至BMRS面板数据集，以构建用于天然气控制规范设定与扩展测试的补丁数据集。随后将从统计结果工作簿中生成最终经过整理的论文配图。本工具包旨在提升本研究数据构建与实证工作流的透明度、可复现性与复用性。