An analysis of the recent price evolution of the Slovenian Day-Ahead electricity market

During this study we conducted a primary analysis of the recent historical electricity price of the Slovenian Day-Ahead (SI DA) electricity market in order to determine the properties of its electricity price evolution. During our secondary analysis of the mentioned market, with the use of historical market simulations we investigated whether the resulting simulated electricity prices indicate a stable market. The final summary of both analyses determined an indication whether the SI DA electricity market on BSP Southpool (BSP) is a stable market with a reliable price signal. This indication can be further potentially interpreted in many ways including but not limited to a signal of lower market risk, a historically overly reserved market strategy from our existing exchange participants, a business opportunity for new exchange participants or a healthy market foundation for the implementation of new products on the exchange.