Energies, Volume 16, Issue 13 (July-1 2023) – 403 articles
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The Spanish intraday electricity market consists of continuous trading and discrete auction models. Despite the similarity in the traded product and market timing, the liquidity in the two electricity markets differs considerably. In this paper, we discuss two factors contributing to these observed disparities between the two markets: (1) differences in market architecture and (2) the strategic behavior of the market players responding to the market price signals. We qualitatively assess the differences in market architecture, followed by an empirical analysis of a market manipulation attempt called the 15:10 rush. The analysis points toward the need for more efficient regulation governing the interactions of the markets and the potential risks from increased algorithmic trading. View this paper
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