Dataset for: Market coupling and price volatility in Central Europe

This repository contains the data and code used in the study “Cross-border electricity trade and price volatility in the Czech electricity market.” The dataset includes hourly day-ahead electricity prices, cross-border electricity flows, system load, generation, and derived volatility measures for the Czech Republic and neighboring bidding zones (Germany–Luxembourg, Austria, Poland, and Slovakia) covering the period 1 January 2025 to 31 December 2025. The code reproduces all empirical analyses, figures, and regression results reported in the manuscript, including volatility construction, baseline regressions, heterogeneity analyses, interaction models, and robustness checks.