Curves and weather variables involved in article 'Predicting electricity supply and demand curves with functional data techniques'

Spanish day-ahead electricity market in the period 2016 – 2020 is studied in our research.  Spanish historical hourly offers from the supply and demand sides are published in an open-access archive. Prices and quantities are recorded separately in day_ahead_price.RData and day_ahead_cumsum_quantity.RData. The day-ahead_market_preprocessing.R is for the curves building procedure.

The weather features are incorporated in this study as the covariates. In particular, hourly information regarding solar radiation, precipitation, and wind speed is acquired, covering the temporal period from 2016 to 2020, and the geographical scope of the capitals of the 50 provinces and the two autonomous cities in Spain.  Such information is from open-meteo.com and recorded in CSV files (included in the ExogenousVariables.zip) by capital/city names.  WeatherVariablesReading.R shows the preprocessing procedure of weather features.