Estrategias de compra de electricidad en el mercado español. Caso de éxito de una empresa industrial

Abstract

 The deregulation of the electricity market has made the  appearance of competition in the sector and therefore has  made to emerge new risks. That is the reason why there are  new activities to reduce these risks. These activities are typical  of markets where financial assets are traded. All changes  around the electricity sector have made electricity from being  a basic necessity to be an asset. That is why it is essential the  hedge. Thus, the final objective of this work is to establish a purchase  algorithm that detects the optimal time to carry out operations on the OMIP market. This way it is hedged bullish positions  in spot market and takes advantage of downward movement  thereof. It has calculated the energy cost taking into account  different options that the participant can take part of and has been tested its efficacy by experiments for four different years using real data of an industrial company.