Open Data Set for the article Analysing the impact of renewables on Iberian wholesale electricity market prices using machine learning techniques. Green Finance, 2024, 6 (2), 363-382

The datasets available for open access from the article ‘Ballester, C. and Furió, D. (2024). Analysing the impact of renewables on Iberian wholesale electricity market prices using machine learning techniques. Green Finance, 6 (2), 363-382’ are provided here. This study has been supported by funding from the Spanish Ministry of Science, Innovation, and Universities (Project PGC2018-093645-B-100). The data encompasses the price series of the components of the final wholesale prices, other than the day-ahead market price, at an hourly frequency, from January 2017 to December 2021. In particular, the daily average of the hourly price series of the intraday market, which captures the net effect of the six sessions of the intraday market on the final price, the daily average of the hourly net effect on the final price of the procedure to solve technical constraints, the daily average of the hourly costs resulting from ancillary services and deviation management, the daily average of the hourly costs related to capacity payments and the daily average of the hourly costs associated with the interruptibility service. In addition, we compute the daily average of the hourly series of bids (price and amount) individually submitted by market participants to buy or sell energy, distinguishing between matched and non-matched bids, both in the day-ahead market and in the first session of the intraday market. Other energy-related price series included in the analysis are: the Dutch TTF futures price, the API2 index for the coal price, the EUA futures price, the percentage of hours with 100% use from the France-Spain interconnection, the spread from the France-Spain interconnection, the percentage of water reserves in the reservoirs of the Iberian Peninsula. All shareable data are made available in accordance with open data principles to promote transparency and reproducibility in research. However, there is a specific dataset that we are not authorized to share publicly. Specifically, this includes the data corresponding to the Dutch TTF futures price and the API2 index. Consequently, this dataset is published under restricted access.