Impacts of day-ahead versus real-time market prices on wholesale electricity demand in Texas

A-Tier
Journal: Energy Economics
Year: 2019
Volume: 81
Issue: C
Pages: 259-272

Authors (4)

Damien, Paul (not in RePEc) Fuentes-García, Ruth (not in RePEc) Mena, Ramsés H. (not in RePEc) Zarnikau, Jay (University of Texas-Austin)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The somewhat recent nodal market structure in Texas impacts wholesale day-ahead market (DAM) and real-time market (RTM) prices. However, comparative insights on consumer responses to both these prices have not received attention. This paper attempts to fill this void by developing a system-wide demand response model to better understand price elasticities under DAM and RTM pricing. These insights may also assist grid operators to develop improved short-term forecasts of electricity demand. Using a large dataset from the Electric Reliability Council of Texas and a hierarchical Bayesian population model, we offer new insights on how DAM and RTM pricing shapes demand for electricity, and the related consequences for maintaining a reliable electricity market.

Technical Details

RePEc Handle
repec:eee:eneeco:v:81:y:2019:i:c:p:259-272
Journal Field
Energy
Author Count
4
Added to Database
2026-01-29