In 2022, the average end-use electricity price in the United States stood at around 12.2 U.S. cents per kilowatt-hour. This figure is projected to decrease in the coming three decades, to reach some 11 U.S. cents per kilowatt-hour by 2050.

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 109.47 euros per megawatt hour in September 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 33.62 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 4.13 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 109.17 euros per megawatt hour, reflecting ongoing volatility in the market.

Wholesale electricity prices in the United Kingdom hit a record-high in 2022, reaching **** British pence per kilowatt-hour that year. Projections indicate that prices are bound to decrease steadily in the next few years, falling under **** pence per kilowatt-hour by 2030.

Germany Electricity decreased 24.94 EUR/MWh or 21.55% 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.

UK Electricity decreased 19.61 GBP/MWh or 19.14% 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.

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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.

Retail residential electricity prices in the United States have mostly risen over the last decades. In 2023, prices registered a year-over-year growth of 6.3 percent, the highest growth registered since the beginning of the century. Residential prices are projected to continue to grow by two percent in 2024. Drivers of electricity price growth The price of electricity is partially dependent on the various energy sources used for generation, such as coal, gas, oil, renewable energy, or nuclear. In the U.S., electricity prices are highly connected to natural gas prices. As the commodity is exposed to international markets that pay a higher rate, U.S. prices are also expected to rise, as it has been witnessed during the energy crisis in 2022. Electricity demand is also expected to increase, especially in regions that will likely require more heating or cooling as climate change impacts progress, driving up electricity prices. Which states pay the most for electricity? Electricity prices can vary greatly depending on both state and region. Hawaii has the highest electricity prices in the U.S., at roughly 43 U.S. cents per kilowatt-hour as of May 2023, due to the high costs of crude oil used to fuel the state’s electricity. In comparison, Idaho has one of the lowest retail rates. Much of the state’s energy is generated from hydroelectricity, which requires virtually no fuel. In addition, construction costs can be spread out over decades.

Electricity prices in Germany are forecast to amount to ***** euros per megawatt-hour in September 2025. Electricity prices in the country have not yet recovered to pre-pandemic levels. Electricity price recovery German electricity prices began recovering back to pre-energy crisis levels in 2024, a period driven by a complex interplay of factors, including increased heating demand, reduced wind power generation, and water scarcity affecting hydropower production. Despite Germany's progress in renewable energy sources, with over ** percent of gross electricity generated from renewable sources in 2023, the country still relies heavily on fossil fuels. Coal and natural gas accounted for approximately ** percent of the energy mix, making Germany vulnerable to fluctuations in global fuel prices. Impact on consumers and future outlook The volatility in electricity prices has directly impacted German consumers. As of April 1, 2024, households with basic supplier contracts were paying around ** cents per kilowatt-hour, making it the most expensive option compared to other providers or special contracts. The breakdown of household electricity prices in 2023 showed that supply and margin, along with energy procurement, constituted the largest controllable components, amounting to **** and **** euro cents per kilowatt-hour, respectively. While prices have decreased since the 2022 peak, they remain higher than pre-crisis levels, underscoring the ongoing challenges in Germany's energy sector as it continues its transition towards renewable sources.

This dataset provides values for ELECTRICITY PRICE reported in several countries. The data includes current values, previous releases, historical highs and record lows, release frequency, reported unit and currency.

Green Power Capacity Futures Market Outlook

According to our latest research, the global Green Power Capacity Futures market size reached USD 15.2 billion in 2024, driven by increasing demand for renewable energy hedging instruments and the growing adoption of green power procurement strategies by utilities and corporates. The market is projected to grow at a robust CAGR of 18.7% from 2025 to 2033, reaching an estimated USD 82.3 billion by 2033. This significant growth is propelled by the ongoing global energy transition, policy mandates for carbon neutrality, and the maturation of financial instruments tailored for renewable energy capacity trading.

One of the most influential growth factors for the Green Power Capacity Futures market is the accelerating global shift toward decarbonization and clean energy integration. Governments across the world are implementing ambitious renewable energy targets, carbon pricing mechanisms, and supportive regulatory frameworks that incentivize both the production and consumption of green power. This policy momentum, combined with increasing investor and corporate focus on Environmental, Social, and Governance (ESG) criteria, is compelling energy market participants to seek sophisticated risk management tools such as green power futures. The ability of these instruments to provide price certainty, hedge against market volatility, and facilitate long-term power purchase agreements is making them indispensable in the evolving energy landscape.

Another key driver is the rapid technological advancement and cost reduction in renewable power generation, particularly in wind and solar segments. As the levelized cost of energy (LCOE) for renewables continues to decline, the share of variable and intermittent energy sources in the grid is rising, creating new challenges and opportunities in power market operations. Green Power Capacity Futures enable market participants to manage the inherent risks associated with these fluctuations, ensuring financial stability and operational predictability. Moreover, the increasing sophistication of trading platforms, including the integration of blockchain and AI-driven analytics, is enhancing transparency, liquidity, and efficiency in green power futures markets, thereby attracting a broader spectrum of participants from utilities to institutional investors.

The growing participation of corporate buyers and independent power producers (IPPs) is further fueling the expansion of the Green Power Capacity Futures market. Large industrial and commercial consumers are increasingly seeking to meet their sustainability commitments through direct procurement of renewable energy, often facilitated by futures contracts. These contracts allow buyers to lock in prices, hedge against future cost increases, and demonstrate compliance with renewable portfolio standards or voluntary green energy targets. The rise of green energy certificates and the convergence of physical and financial power markets are also contributing to the proliferation of customized futures products, tailored to the specific risk profiles and procurement strategies of diverse end-users.

From a regional perspective, Europe and North America continue to lead the Green Power Capacity Futures market in terms of trading volumes, regulatory maturity, and product innovation. However, the Asia Pacific region is emerging as a high-growth market, driven by rapid renewable energy capacity additions in China, India, and Southeast Asia. Regional exchanges are launching new green power futures products, and cross-border trading initiatives are gaining traction, reflecting the globalization of renewable energy finance. The interplay of regional policy frameworks, grid integration challenges, and market liberalization efforts will shape the competitive dynamics and growth trajectory of the global Green Power Capacity Futures market in the coming decade.

The concept of a Renewable Energy Hedge Contract is becoming increasingly important in the context of green power futures. These contracts are designed to provide financial stability and predictability for both producers and consumers of renewable energy by locking in prices for future power delivery. As renewable energy sources like wind and solar become more prevalent, their inherent variability poses challenges for grid operators and market p

The objective of the project was to provide econometric analysis and theory for modelling energy and soft commodity prices. This necessitated data analysis and modelling together with theoretical econometrics, dealing with the specific stylised facts of commodity prices. In order to analyse energy and soft commodity prices, the determination of spot energy prices in regulated markets was first considered, from the point of view of the regulator. Direct data analysis of futures commodity prices was then undertaken, resulting in the collection of an extensive dataset of most traded futures commodity prices at a daily frequency, covering 16 different commodities over a 10-year period.

Electricity Trading Market Outlook

The global electricity trading market size was valued at approximately $X billion in 2023 and is projected to reach around $X billion by 2032, growing at a compound annual growth rate (CAGR) of X.X% from 2024 to 2032. This growth is driven by rising demand for energy, advancements in smart grid technologies, and the increasing penetration of renewable energy sources.

One of the primary growth factors in the electricity trading market is the global shift towards renewable energy sources. As nations strive to reduce their carbon footprints, the integration of renewable energy into the grid has become a critical strategy. This has created a complex and dynamic electricity market, where trading becomes essential for balancing supply and demand. Furthermore, the development of energy storage technologies like batteries is enhancing the reliability and efficiency of renewable energy, making it more viable and attractive for trading.

Another significant growth factor is the advancement in smart grid and digital technologies. The implementation of smart meters, IoT devices, and advanced analytics allows for real-time monitoring and management of energy consumption and distribution. These technologies facilitate more efficient electricity trading by providing accurate data and insights, enabling market participants to make informed decisions. Additionally, blockchain technology is being explored for its potential to create transparent and secure trading platforms, further driving the market's growth.

The deregulation and liberalization of electricity markets in various regions have also contributed to the growth of electricity trading. By breaking down monopolistic structures and allowing multiple players to participate in the market, competition is enhanced, leading to better pricing and innovation. This deregulation is particularly evident in regions like North America and Europe, where policies have been enacted to encourage market-based electricity systems, fostering a conducive environment for electricity trading.

From a regional perspective, the Asia Pacific region is expected to witness significant growth in the electricity trading market. The region's rapid industrialization, urbanization, and economic growth are driving increased energy consumption. Moreover, countries like China and India are heavily investing in renewable energy projects and modernizing their grid infrastructure to support efficient electricity trading. The strong policy support and government incentives in these countries further bolster the market's expansion in the region.

Type Analysis

Electricity trading by type can be segmented into Day-Ahead Trading, Intraday Trading, and Forward Trading. Day-Ahead Trading involves buying and selling electricity one day before the actual delivery. This type of trading allows market participants to plan their electricity needs and manage their portfolios effectively. The growth of renewable energy sources, which are often intermittent, has increased the importance of Day-Ahead Trading for balancing supply and demand. Furthermore, advancements in forecasting technologies are improving the accuracy of day-ahead market predictions, making this segment more reliable and attractive.

Intraday Trading, on the other hand, occurs within the same day of delivery and provides a mechanism for market participants to manage unexpected changes in electricity supply or demand. This type of trading is becoming increasingly vital as the share of renewable energy grows, given its variability. The need for real-time adjustments in electricity trading to accommodate fluctuations in renewable energy generation is driving the growth of the Intraday Trading segment. Additionally, the rise of digital platforms and automation tools is facilitating quicker and more efficient intraday market transactions.

Forward Trading involves contracts for the purchase or sale of electricity for future delivery, ranging from months to years ahead. This segment is essential for hedging against price volatility and ensuring long-term price stability. Utilities and large industrial consumers often engage in forward contracts to secure their future electricity needs at predetermined prices. The increasing trend of long-term power purchase agreements (PPAs) with renewable energy providers is also boosting the growth of the Forward Tra

Given the key role of renewable energies in current and future electricity markets, it is important to understand how they affect firms' pricing incentives in these markets. In this paper, we study whether renewables depress electricity market prices, and how this effect depends on their degree of market price exposure. Our theoretical analysis shows that paying renewables with fixed prices, rather than with market-based prices, is relatively more effective at curbing market power when the dominant electricity firms own large shares of the renewable capacity, and vice-versa. To test this prediction, our empirical analysis leverages several short-lived changes to renewable energy pricing mechanisms in the Spanish electricity market. In this context, we find that the switch from full price exposure to fixed prices caused a 2-4% reduction in the average price-cost markup.

Spain Electricity decreased 27.62 EUR/MWh or 20.33% 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 Spain Electricity Price.

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

SMR - The Future of Nuclear Power?

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

Power Trading Market Outlook

According to our latest research, the global power trading market size reached USD 172.8 billion in 2024, demonstrating robust expansion driven by increasing electricity demand, market liberalization, and the integration of renewables. The market is projected to grow at a CAGR of 7.1% between 2025 and 2033, reaching a forecasted size of USD 319.6 billion by 2033. Growth is primarily attributed to the ongoing transition towards cleaner energy sources, the digitalization of power trading platforms, and regulatory reforms that facilitate market participation and efficiency.

The power trading market is experiencing significant growth due to the rising adoption of renewable energy sources, such as solar and wind, which are inherently variable and require sophisticated trading mechanisms to balance supply and demand. As the share of renewables in the global energy mix increases, grid operators and market participants are turning to advanced trading solutions to optimize energy flows and ensure grid stability. Furthermore, the expansion of cross-border interconnections and regional power pools is fostering a more integrated and liquid trading environment, enabling participants to capitalize on price arbitrage opportunities and enhance system reliability.

Another key growth factor is the liberalization and deregulation of electricity markets across major economies. Governments and regulatory bodies are increasingly embracing competitive market structures to drive efficiency, lower electricity costs, and stimulate innovation. This shift is encouraging the entry of new players, including independent power producers, traders, and aggregators, thereby increasing market liquidity and depth. The proliferation of digital trading platforms and real-time data analytics is also making it easier for participants to access markets, manage risks, and execute complex trading strategies.

Technological advancements are playing a pivotal role in shaping the future of the power trading market. The adoption of artificial intelligence, blockchain, and advanced analytics is streamlining trading operations, improving transparency, and reducing transaction costs. These technologies enable automated trading, predictive analytics for price forecasting, and secure peer-to-peer transactions. As grid modernization projects gain momentum and smart grid infrastructure is deployed globally, the power trading ecosystem is becoming more dynamic, responsive, and resilient. This technological transformation is expected to further accelerate market growth and attract new investment.

Regionally, Europe continues to lead the global power trading market, buoyed by well-established markets, a high penetration of renewables, and progressive regulatory frameworks. North America follows closely, driven by market liberalization and the expansion of renewable generation capacity. Asia Pacific is emerging as a high-growth region, supported by rapid urbanization, industrialization, and government initiatives to modernize power markets. Latin America and the Middle East & Africa are also witnessing increasing activity, albeit from a smaller base, as they embark on market reforms and renewable energy integration.

Type Analysis

The power trading market is segmented by type into day-ahead trading, real-time trading, forward & futures trading, intraday trading, and others. Day-ahead trading remains the most prominent segment, accounting for a substantial share of the market due to its critical role in balancing supply and demand on a daily basis. In day-ahead markets, participants submit bids and offers for electricity delivery on the following day, enabling grid operators to schedule generation and consumption efficiently. This segment is particularly vital in regions with high renewable energy penetration, where accurate forecasting and scheduling are essential to manage variability.

Real-time trading, also referred to as spot trading, is gaining traction as market participants seek to capitalize on short-term price fluctuations and respond to unforeseen changes in demand or generation. The increasing deployment of smart meters and real-time data analytics is enabling more granular and responsive trading, allowing participants to optimize their positions and minimize imbalance costs. As electricity markets become more dynamic and interconnected, the importance of real-time trading is expected to grow, particularly in reg

The global energy price index stood at around 101.5 in 2024. Energy prices were on a decreasing trend that year, and forecasts suggest the price index would decrease below 80 by 2026. Price indices show the development of prices for goods or services over time relative to a base year. Commodity prices may be dependent on various factors, from supply and demand to overall economic growth. Electricity prices around the world As with overall fuel prices, electricity costs for end users are dependent on power infrastructure, technology type, domestic production, and governmental levies and taxes. Generally, electricity prices are lower in countries with great coal and gas resources, as those have historically been the main sources for electricity generation. This is one of the reasons why electricity prices are lowest in resource-rich countries such as Iran, Qatar, and Russia. Meanwhile, many European governments that have introduced renewable surcharges to support the deployment of solar and wind power and are at the same time dependent on fossil fuel imports, have the highest household electricity prices. Benchmark oil prices One of the commodities found within the energy market is oil. Oil is the main raw material for all common motor fuels, from gasoline to kerosene. In resource-poor and remote regions such as the United States' states of Alaska and Hawaii, or the European country of Cyprus, it is also one of the largest sources for electricity generation. Benchmark oil prices such as Europe’s Brent, the U.S.' WTI, or the OPEC basket are often used as indicators for the overall energy price development.

Corresponding paper: O. Schmidt, S. Melchior, A. Hawkes, I. Staffell. Projecting the future levelized cost of electricity storage technologies. Joule (2018).Link to the paper: https://cell.com/joule/fulltext/S2542-4351(18)30583-XThis dataset compiles levelized cost of storage data in energy terms (LCOS, US$/MWh) and power terms, i.e. annuitized capacity cost (ACC, US$/kW-yr), for 9 electricity storage technologies from 2015 projected to 2050. One spreadsheet provides the data for 12 applications as well as the probability for each of the 9 technologies to exhibit lowest LCOS or ACC in a distinct application. Figures 1 and 2 and Supplementary Figures 3 and 4 of the respective publication are based on this data.The remaining files contain LCOS and ACC results for various annual full equivalent cycle and discharge duration combinations, regardless of actual application requirements. Electricity price is fixed at 50 US$/MWh. Figures 3 and 4 and Supplementary Figures 5 and 6 of the respective publication are based on this data.Please see the paper for a full analysis and discussion of the results.

The global sales of Digital Power Conversion are estimated to be worth USD 24138.7 million in 2025 and anticipated to reach a value of USD 64455.1 million by 2035. Sales are projected to rise at a CAGR of 10.3% over the forecast period between 2025 and 2035. The revenue generated by Digital Power Conversion in 2024 was USD 21880.7 million. The market is anticipated to exhibit a Y-o-Y growth of 10.3% in 2025.

Attributes	Key Insights
Historical Size, 2024	USD 21880.7 million
Estimated Size, 2025	USD 24138.7 million
Projected Size, 2035	USD 64455.1 million
Value-based CAGR (2025 to 2035)	10.3%

Category-wise Insights

By Product	Share (2025)
AC/DC Power Conversion	26.6%

By Application	CAGR (2025 to 2035)
Consumer Electronics	12.4%

Semi Annual Market Update

Particular	Value CAGR
H1, 2024	9.4% (2024 to 2034)
H2, 2024	9.8% (2024 to 2034)
H1, 2025	10.3%(2025 to 2035)
H2, 2025	10.5% (2025 to 2035)

Country-wise Insights

Countries	Value CAGR (2025 to 2035)
USA	9.2%
Germany	8.3%
France	10.0%
China	11.9%
India	13.4%