Electricity dataset with exogenous variables — electricity_exo

Contains prices of different electricity markets with exogenous variables.

Usage

electricity_exo_vars

A data frame with 8400 rows and 12 columns:

unique_id: Unique identifiers of the electricity markets.
ds: Date in format YYYY:MM:DD hh:mm:ss.
y: Price for the given market and date.
Exogenous1: An external factor influencing prices. For all markets, some form of day-ahead load forecast.
Exogenous2: An external factor influencing prices. For "BE" and "FR" markets, the day-ahead generation forecast. For "NP", the day-ahead wind generation forecast. For "PJM", the day-ahead load forecast in a specific zone. For "DE", the aggregated day-ahead wind and solar generation forecasts.
day_0: Binary variable indicating weekday.
day_1: Binary variable indicating weekday.
day_2: Binary variable indicating weekday.
day_3: Binary variable indicating weekday.
day_4: Binary variable indicating weekday.
day_5: Binary variable indicating weekday.
day_6: Binary variable indicating weekday.