Database for Automatic Risk Adjustment in Short-Term Electricity Markets

Database (2014-2018) used in the paper entitled "Automatic Risk Adjustment in Short-Term Electricity Markets". This database includes : the inputs and outputs of the deep learning probabilistic forecaster which predicts the Belgian system imbalance; the market data related to the construction of the real-time imbalance settlement mechanism; the inputs and outputs of the Machine Learning-based modules, which allow to continuously adjust the optimal risk policy of an actor to the dynamically changing market operating conditions. These data are obtained from the Belgian Transmission System Operator (Elia) and the European Network of Transmission system Operators (ENTSO-E). If you use these data, please refer to the following paper: J. Bottieau, K. Bruninx, A. Sanjab, Z. De Grève, F. Vallée and J-F. Toubeau, “Automatic Risk Adjustment in Short-Term Electricity Markets”.