Dataset comprising data from five day-ahead electricity markets:

Nord pool: The Nord pool day-ahead electricity market, one of the largest European power market. PJM: The zonal prices of the COMED area in the Pennsylvania-New Jersey-Maryland (PJM) market. EPEX-FR: The French day-ahead electricity market. EPEX-BE: The Belgian day-ahead electricity market. EPEX-DE: The German day-ahead electricity market. Each market contains 6 years of data (we consider a year to be 364 days to have an integer number of weeks). The specific dates are:

Nord pool: 01.01.2013 – 24.12.2018 PJM: 01.01.2013 – 24.12.2018 EPEX-FR: 09.01.2011 – 31.12.2016 EPEX-BE: 09.01.2011 – 31.12.2016 EPEX-DE: 09.01.2012 – 31.12.2017 Each dataset comprises historical prices and two relevant exogenous inputs based on day-ahead forecasts of price drivers. The day--ahead forecast representing other exogenous inputs are market dependent:

Nord pool: System load + Wind power generation. PJM: System load + Zonal load in the COMED area. EPEX-FR: System load + Generation in France EPEX-BE: System load in France + Generation in France EPEX-DE: Zonal load in the TSO Amprion zone + Aggregated Wind and Solar power generation All datasets are given using the local timezone:

Nord pool: Central European Time (CET) PJM: Eastern Time (ET) EPEX-FR: Central European Time (CET) EPEX-BE: Central European Time (CET) EPEX-DE: Central European Time (CET) For all five datasets, the daylight saving times (DST) are pre-processed by interpolating the missing values in Spring and averaging the values corresponding to the duplicated time indices in Autumn.

DISCLAIMER

We do not own the data, but we simply have gathered it so other researchers can easily test their methods on multiple day-ahead markets. The data has been gathered using the respective websites of each day-ahead market where these data are freely available. The websites we used to gather the data are:

Nord Pool: Nord pool website PJM: PJM website EPEX-FR: ENTSO-E transparency platform + RTE website (French TSO) EPEX-BE: ENTSO-E transparency platform + RTE website (French TSO) + Elia website (Belgian TSO) EPEX-DE: ENTSO-E transparency platform + Amprion TSO website + TenneT website + 50Hertz website

This dataset presents a unified, cross-continental time-series day-ahead electricity prices compiled from major wholesale markets across Asia, Europe, North America, South America, and Oceania. The dataset offers a standardized format that supports time-series forecasting and enables robust comparative analysis across diverse global electricity markets.

Day-ahead electricity price and demand for CAISO between 2016 to 2021. Also included is net generation from solar for California (region) hourly.

https://zenodo.org/records/8409943

Europe

The average wholesale electricity price in September 2025 in the United Kingdom is forecast to amount to*******British pounds per megawatt-hour, a decrease from the previous month. A record high was reached in August 2022 when day-ahead baseload contracts averaged ***** British pounds per megawatt-hour. Electricity price stabilization in Europe Electricity prices increased in 2024 compared to the previous year, when prices stabilized after the energy supply shortage. Price spikes were driven by the growing wholesale prices of natural gas and coal worldwide, which are among the main sources of power in the region.

… and in the United Kingdom? The United Kingdom was one of the countries with the highest electricity prices worldwide during the energy crisis. Since then, prices have been stabilizing, almost to pre-energy crisis levels. The use of nuclear, wind, and bioenergy for electricity generation has been increasing recently. The fuel types are an alternative to fossil fuels and are part of the country's power generation plans going into the future.

Day ahead power prices for Europe different systems. Hourly data.

Daily data showing the System Price of electricity, and rolling seven-day average, in Great Britain. These are official statistics in development. Source: Elexon.

In the week starting September 22nd, 2025, the lowest day-ahead price of electricity traded on the NordPool spot market was recorded in Sweden at **** euros per megawatt-hour. The highest day-ahead price was recorded in Denmark at ***** euros per megawatt-hour. The Nordic spot market is divided into sub-regions to balance production and consumption, and avoid congestion of the electricity grid. Only a part of the electricity supplied to Denmark, Sweden, Finland, and Norway is sold on the NordPool market, with the remainder exchanged through long-term or bilateral contracts.

UK Electricity decreased 23.22 GBP/MWh or 22.66% since the beginning of 2025, according to the latest spot benchmarks offered by sellers to buyers priced in megawatt hour (MWh). This dataset includes a chart with historical data for the United Kingdom Electricity Price.

Day-ahead Price in EUR / MWh. This data corresponds to the article 12.1.D of the ENTSO-E transparency regulation. Description of the data schema The data published in this dataset has been automatically crawled from the ENTSO-E Transparency Portal

This dataset is JEPX (Japan Electric Power Exchange) spot price data for the period from 2005 to 2025. In the spot market (day ahead market), electricity to be delivered the next day is traded.

It may not be well known around the world, but in January 2021, spot prices soared, leaving a huge impact on the Japanese electric power industry. Many of the so-called new power companies have gone bankrupt within the past few years, because they are extremely dependent on electricity procurement from the spot market.

This dataset includes the following columns:

• date_time: Date & Time (30 minute granularity)
• Sell bid amount: [kWh]
• Buy bid amount: [kWh]
• Total contract amount: [kWh]
• System price: [Yen/kWh]
• Area price: Prices for each of the 9 areas (Hokkaido, Tohoku, Tokyo, Chubu, Hokuriku, Kansai, Chugoku, Shikoku, Kyushu) [Yen/kWh]
• Sell block bid total amount: [kWh]
• Total sell block execution amount: [kWh]
• Buy block bid total amount: [kWh]
• Total buy block total amount: [kWh]

https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F14688007%2Fca38bb90a75a741d06d79611a5111563%2F640px-Electric_power_distribution_sector_in_Japan.svg.png?generation=1717371642658737&alt=media" alt="">

Electricity prices in Europe are expected to remain volatile through 2025, with Italy projected to have some of the highest rates among major European economies. This trend reflects the ongoing challenges in the energy sector, including the transition to renewable sources and the impact of geopolitical events on supply chains. Despite efforts to stabilize the market, prices still have not returned to pre-pandemic levels, such as in countries like Italy, where prices are forecast to reach ****** euros per megawatt hour in August 2025. Natural gas futures shaping electricity costs The electricity market's future trajectory is closely tied to natural gas prices, a key component in power generation. Dutch TTF gas futures, a benchmark for European natural gas prices, are projected to be ***** euros per megawatt hour in July 2025. The reduced output from the Groningen gas field and increased reliance on imports further complicate the pricing landscape, potentially contributing to higher electricity costs in countries like Italy. Regional disparities and global market influences While European electricity prices remain high, significant regional differences persist. For instance, natural gas prices in the United States are expected to be roughly one-third of those in Europe by March 2025, at **** U.S. dollars per million British thermal units. This stark contrast highlights the impact of domestic production capabilities on global natural gas prices. Europe's greater reliance on imports, particularly in the aftermath of geopolitical tensions and the shift away from Russian gas, continues to keep prices elevated compared to more self-sufficient markets. As a result, countries like Italy may face sustained pressure on electricity prices due to their position within the broader European energy market. As of August 2025, electricity prices in Italy have decreased to ****** euros per megawatt hour, reflecting ongoing volatility in the market.

Germany Electricity decreased 29.52 EUR/MWh or 25.51% since the beginning of 2025, according to the latest spot benchmarks offered by sellers to buyers priced in megawatt hour (MWh). This dataset includes a chart with historical data for Germany Electricity Price.

Day-Ahead Prices for Denmark and Neighboring Countries.

This dataset provides day-ahead electricity prices for Denmark (DK1 and DK2) and neighboring countries in the Nord Pool market, including Norway, Sweden, Finland, and Germany. In the day-ahead market, participants buy and sell electricity for delivery the following day within their respective bidding zones.

The day-ahead prices reflect the balance between supply and demand and serve as a key indicator of market dynamics across the Nordic and European power systems.

For data before 2025-10-01 see Elspot Prices (hourly resolution).

Load, wind and solar, prices in hourly resolution. This data package contains different kinds of timeseries data relevant for power system modelling, namely electricity prices, electricity consumption (load) as well as wind and solar power generation and capacities. The data is aggregated either by country, control area or bidding zone. Geographical coverage includes the EU and some neighbouring countries. All variables are provided in hourly resolution. Where original data is available in higher resolution (half-hourly or quarter-hourly), it is provided in separate files. This package version only contains data provided by TSOs and power exchanges via ENTSO-E Transparency, covering the period 2015-mid 2020. See previous versions for historical data from a broader range of sources. All data processing is conducted in Python/pandas and has been documented in the Jupyter notebooks linked below.

Raw table of ordered explanatory variables with autoregressive elements already calculated. This table was used to train the GBRT. Also the prediction results and the partial dependence analysis are provided.

The average wholesale electricity price in August 2025 in Romania is forecast to amount to 73.48 euros per megawatt-hour. Wholesale electricity prices in the country peaked in August 2022, surpassing *** euros per megawatt-hour.

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Electricity Trading Market Size 2025-2029

The electricity trading market size is forecast to increase by USD 123.5 billion at a CAGR of 6.5% between 2024 and 2029.

The market is witnessing significant growth due to several key trends. The integration of renewable energy sources, such as solar panels and wind turbines, into the grid is a major driver. Energy storage systems are increasingly being adopted to ensure a stable power supply from these intermittent sources. Concurrently, the adoption of energy storage systems addresses key challenges like intermittency, enabling better integration of renewable sources, and bolstering grid resilience. Self-generation of electricity by consumers through microgrids is also gaining popularity, allowing them to sell excess power back to the grid. The entry of new players and collaborations among existing ones are further fueling market growth. These trends reflect the shift towards clean energy and the need for a more decentralized and efficient electricity system.

What will be the Size of the Electricity Trading Market During the Forecast Period?

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The market, a critical component of the global energy industry, functions as a dynamic interplay between wholesale energy markets and traditional financial markets. As a commodity, electricity is bought and sold through various trading mechanisms, including equities, bonds, and real-time auctions. The market's size and direction are influenced by numerous factors, such as power station generation data, system operator demands, and consumer usage patterns. Participants in the market include power station owners, system operators, consumers, and ancillary service providers. Ancillary services, like frequency regulation and spinning reserves, help maintain grid stability. Market design and news reports shape the market's evolution, with initiatives like the European Green Paper and the Lisbon Strategy influencing the industry's direction towards increased sustainability and competition.
Short-term trading, through power purchase agreements and power distribution contracts, plays a significant role in the market's real-time dynamics. Power generation and power distribution are intricately linked, with the former influencing the availability and price of electricity, and the latter affecting demand patterns. Overall, the market is a complex, ever-evolving system that requires a deep understanding of both energy market fundamentals and financial market dynamics.

How is this Electricity Trading Industry segmented and which is the largest segment?

The industry research report provides comprehensive data (region-wise segment analysis), with forecasts and estimates in 'USD billion' for the period 2025-2029, as well as historical data from 2019-2023 for the following segments.

Type

  Day-ahead trading
  Intraday trading


Application

  Industrial
  Commercial
  Residential


Source

  Non-renewable energy
  Renewable energy


Geography

  Europe

    Germany
    UK
    France
    Italy
    Spain


  APAC

    China
    India
    Japan
    South Korea


  North America

    US


  South America



  Middle East and Africa

By Type Insights

The day-ahead trading segment is estimated to witness significant growth during the forecast period.

Day-ahead trading refers to the voluntary, financially binding forward electricity trading that occurs in exchanges such as the European Power Exchange (EPEX Spot) and Energy Exchange Austria (EXAA), as well as through bilateral contracts. This process involves sellers and buyers agreeing on the required volume of electricity for the next day, resulting in a schedule for everyday intervals. However, this schedule is subject to network security constraints and adjustments for real-time conditions and actual electricity supply and demand. Market operators, including ISOs and RTOs, oversee these markets and ensure grid reliability through balancing and ancillary services. Traders, including utilities, energy providers, and professional and institutional traders, participate in these markets to manage price risk, hedge against price volatility, and optimize profitability.

Key factors influencing electricity prices include weather conditions, fuel prices, availability, construction costs, and physical factors. Renewable energy sources, such as wind and solar power, also play a growing role in these markets, with the use of Renewable Energy Certificates and net metering providing consumer protection and incentives for homeowners and sustainable homes. Electricity trading encompasses power generators, power suppliers, consumers, and system operators, with contracts, generation data, and power station dispatch governed by market rules and regulations.

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The day-ahead trading

Day-ahead Power Market Outlook

According to our latest research, the global Day-ahead Power Market size reached USD 22.3 billion in 2024, driven by ongoing energy market liberalization and the rising integration of renewables. The market is projected to grow at a robust CAGR of 8.2% from 2025 to 2033, with the total market size expected to reach USD 45.3 billion by 2033. This impressive growth is fueled by the increasing need for efficient electricity trading, grid stability, and the adoption of digital technologies that enable real-time market operations and forecasting accuracy. As per our latest research, technological advancements and regulatory reforms are further accelerating the adoption of day-ahead power trading mechanisms worldwide.

One of the primary growth factors for the Day-ahead Power Market is the rapid shift towards renewable energy sources. With governments and utilities worldwide committing to ambitious decarbonization targets, the share of variable renewable generation in the energy mix is rising sharply. This variability requires sophisticated market mechanisms to balance supply and demand efficiently, which is precisely what the day-ahead market facilitates. The ability to forecast and schedule power transactions a day in advance allows grid operators to accommodate fluctuations in wind, solar, and other renewable outputs, thereby ensuring system reliability and optimizing resource allocation. As renewables continue to penetrate global grids, the importance and scale of the day-ahead market are poised to expand further.

Another significant driver is the ongoing digital transformation within the power sector. The deployment of advanced analytics, artificial intelligence, and automation tools is revolutionizing how market participants forecast demand, optimize bids, and manage risks. Modern software platforms are enabling utilities, independent power producers, and traders to analyze vast datasets, model market scenarios, and make more informed decisions in the day-ahead market. This digital evolution not only enhances market efficiency but also reduces operational costs and enables smaller players, such as aggregators and retailers, to participate effectively. The proliferation of smart grids and IoT-enabled devices is further augmenting data availability and market transparency, making the day-ahead market more dynamic and competitive.

Regulatory reforms and market liberalization are also playing a pivotal role in the expansion of the day-ahead power market. Many countries are unbundling their electricity sectors, encouraging competition, and establishing clear rules for market participation. These policy shifts are fostering greater transparency, liquidity, and price discovery in wholesale electricity markets. The introduction of capacity markets, ancillary services, and cross-border trading opportunities is further enhancing the attractiveness of day-ahead trading. As regulators continue to refine market structures and harmonize rules across regions, the day-ahead market is expected to become the cornerstone of electricity trading, supporting both grid stability and the integration of emerging technologies such as energy storage and demand response.

From a regional perspective, Europe remains the dominant player in the Day-ahead Power Market, accounting for over 38% of global revenues in 2024. This leadership is attributed to the continent’s mature power exchanges, high renewable penetration, and strong regulatory frameworks. North America follows closely, driven by market liberalization and grid modernization efforts in the United States and Canada. The Asia Pacific region is witnessing the fastest growth, with a projected CAGR of 10.1% through 2033, as countries like China, India, and Japan ramp up their renewable capacity and implement market-based mechanisms. Latin America and the Middle East & Africa are gradually embracing day-ahead trading, supported by investments in grid infrastructure and energy policy reforms.

Component Analysis

The Component segment of the Day-ahead Power Market is categorized into Software, Services, and Hardware, each playing a critical role in enabling efficient market operations. Software solutions form the backbone of day-ahead trading, offering advanced functionalities such as demand forecasting, bid optimization, and real-time analytics. These platforms are increasingly leveraging artificial intelligence and machine learning to enhance forecasting acc