| _version_ | 1866901108938506240 |
|---|---|
| author | Aizawa, Hiroaki |
| author_facet | Aizawa, Hiroaki |
| contents | <p>We investigate whether a simple directional metric, dΩ/dt, captures a reproducible structural imbalance pattern across electricity markets.</p> <p> </p> <p>Using real-time price and load data from CAISO (USA) and Germany (ENTSO-E), we define dΩ as the difference between log-changes in load and price and identify extreme negative events.</p> <p> </p> <p>Event-aligned analysis reveals a consistent collapse-and-recovery structure centered at detected points.</p> <p> </p> <p>The same structural pattern is observed across independent markets, indicating that dΩ/dt captures a cross-market structural imbalance signal.</p> |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_5281_zenodo_19145268 |
| institution | Zenodo |
| language | |
| publishDate | 2026 |
| publisher | Zenodo |
| record_format | zenodo |
| spellingShingle | Replication of Structural Collapse Signal in Electricity Markets (dΩ/dt) Aizawa, Hiroaki dOmega structural-imbalance electricity-markets event-aligned-analysis CAISO ENTSO-E replication <p>We investigate whether a simple directional metric, dΩ/dt, captures a reproducible structural imbalance pattern across electricity markets.</p> <p> </p> <p>Using real-time price and load data from CAISO (USA) and Germany (ENTSO-E), we define dΩ as the difference between log-changes in load and price and identify extreme negative events.</p> <p> </p> <p>Event-aligned analysis reveals a consistent collapse-and-recovery structure centered at detected points.</p> <p> </p> <p>The same structural pattern is observed across independent markets, indicating that dΩ/dt captures a cross-market structural imbalance signal.</p> |
| title | Replication of Structural Collapse Signal in Electricity Markets (dΩ/dt) |
| topic | dOmega structural-imbalance electricity-markets event-aligned-analysis CAISO ENTSO-E replication |
| url | https://doi.org/10.5281/zenodo.19145268 |