Data Item Details


Name
Price correlations across timeframes in EU Member States (day-ahead, intraday and imbalance prices) - 2022
Source
ACER calculations based on NEMOs data and ENTSO-E Transparency Platform
Business Symbol
Reference
Figure 19
Comment

Data item data can be filtered and exported as an Excel file.
The reason for exporting is asked during export once per session.




Fields to export

Member State Correlation Value
AT Day Ahead - Intraday0.98
AT Balancing - Day Ahead0.81
AT Balancing - Intraday0.83
BE Balancing - Day Ahead0.86
BE Day Ahead - Intraday0.95
BE Balancing - Intraday0.91
BG Day Ahead - Intraday0.97
CHDay Ahead - Intraday0.99
CHBalancing - Intraday0.97
CHBalancing - Intraday0.97
CZ Day Ahead - Intraday0.96
CZ Balancing - Intraday0.61
CZ Balancing - Day Ahead0.56
DE Day Ahead - Intraday0.98
DE Balancing - Day Ahead0.79
DE Balancing - Intraday0.83
DK Day Ahead - Intraday0.99
DK Balancing - Day Ahead0.95
DK Balancing - Intraday0.97
EE Day Ahead - Intraday0.95
EE / FBalancing - Day Ahead0.67
EE / FBalancing - Intraday0.74
ES Day Ahead - Intraday0.94
ES Balancing - Intraday0.92
ES Balancing - Day Ahead0.95
FI Balancing - Intraday0.91
FI Balancing - Day Ahead0.84
FI Day Ahead - Intraday0.96
FR Balancing - Day Ahead0.93
FR Balancing - Intraday0.96
FR Day Ahead - Intraday0.98
GR Day Ahead - Intraday0.95
HR Balancing - Intraday0.91
HR Balancing - Day Ahead0.90
HR Day Ahead - Intraday0.99
HU Balancing - Intraday0.76
HU Day Ahead - Intraday0.99
HU Balancing - Day Ahead0.72
IE Balancing - Day Ahead0.92
ITBalancing - Intraday0.90
IT Day Ahead - Intraday0.99
IT Balancing - Day Ahead0.89
LT Day Ahead - Intraday0.96
LT Balancing - Day Ahead0.73
LT Balancing - Intraday0.79
LV Balancing - Intraday0.81
LV Balancing - Day Ahead0.74
LV Balancing - Day Ahead0.96
NL Day Ahead - Intraday0.96
NL Balancing - Day Ahead0.89
NL Balancing - Intraday0.93
NO Balancing - Day Ahead0.95
NO Balancing - Intraday0.95
NO Day Ahead - Intraday0.96
PL Day Ahead - Intraday0.97
PL Balancing - Intraday0.96
PL Balancing - Day Ahead0.94
PT Balancing - Intraday0.96
PT Balancing - Day Ahead0.97
PT Day Ahead - Intraday0.97
RO Day Ahead - Intraday0.98
RO Balancing - Day Ahead0.62
RO Balancing - Intraday0.66
SE Balancing - Intraday0.98
SE Balancing - Day Ahead0.96
SE Day Ahead - Intraday0.98
SIBalancing - Intraday0.95
SIBalancing - Day Ahead0.95
SIDay Ahead - Intraday0.99
SK Balancing - Intraday0.67
SK Day Ahead - Intraday0.98
SK Balancing - Day Ahead0.64


Fields to export

Member State corr(DA,ID) corr(IB,DA) corr(IB,ID)
AT / I F0.980.810.83
BE / I0.950.860.91
BG / D0.97
CH / D I0.990.970.97
CZ / D I F0.960.560.61
DE / I F S0.980.790.83
DK /0.990.950.97
EE / F0.950.670.74
ES / D0.940.950.92
FI / I0.960.840.91
FR / I F0.980.930.96
GR /0.95
HR / F0.990.900.91
HU / I0.990.720.76
IE /*0.92
IT / I0.990.890.90
LT / F0.960.730.79
LV / F0.960.740.81
NL / D0.960.890.93
NO /0.960.950.95
PL /0.970.940.96
PT / D F0.970.970.96
RO / D F0.980.620.66
SE / I0.980.960.98
SI /*0.990.950.95
SK /*0.980.640.67