Geodesic
SPP Real-Time and Day-Ahead energy markets
Proceedings of the Yerevan State University. Physical and mathematical sciences, Tome 52 (2018) no. 1, pp. 64-67 Cet article a éte moissonné depuis la source Math-Net.Ru

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Southwest Power Pool (SPP) is a regional power transmission organization in the United States. Virtual transactions on the SPP markets are sold at auction. There are Real-Time (RT) and Day-Ahead (DA) markets, where you can buy electricity by winning an auction. Virtual transactions are a valuable component of the bilateral market. All market participants have DA and RT series of prices in hourly basis. In this article, we take a large amount of data of DA and RT prices and try to see which distribution function have the returns of RT prices. Then we make a regression between DA and RT prices, to see how they are related to each other.
Keywords: Southwest Power Pool energy market, Real-Time market, Day-Ahead market, virtual transaction. 
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T. V. Piliposyan. SPP Real-Time and Day-Ahead energy markets. Proceedings of the Yerevan State University. Physical and mathematical sciences, Tome 52 (2018) no. 1, pp. 64-67. http://geodesic.mathdoc.fr/item/UZERU_2018_52_1_a10/

[1] Electric Power Markets: Southwest Power Pool (SPP). Federal Energy Regulatory Commission, https://www.ferc.gov/market-oversight/mkt-electric/spp.asp

[2] Mathwave Data Analisys Simulation. Pearson Type 6 Distribution, http://www.mathwave.com/help/easyfit/html/analyses/distributions/pearson6.html