Model and simulation of electric power exchange development in terms of control and system theory

This work contains selected results of research on metamodeling identification of Polish Power Exchange (Towarowa Giełda Energii Elektrycznej - TGEE) obtained in the MATLAB environment using the System Identification Toolbox (SIT). In order to obtain a type arx parametric model of the system TGEE there was carried out an identification the various periods of the figures for the Day Ahead Market (DAM) for a period of 01.01.2013-31.12.2015 with the progress of one month. Data used in a process of identification related to period from 2002 to 2015. First, there were generated 30 discrete parametric arx models, and based on those models, discreet TGEE metamodel. Both arx models as well as a TGEE metamodel were converted to the corresponding continuous models and models in the state spaces. Generated parametric TGEE metamodel and metamodel in the state spaces implemented in Simulink were used for simulation tests and for susceptibility testing.