We propose a method to construct representative price profiles of the day-ahead (DA) and the intraday (ID) electricity spot markets and use this method to provide examples of ready-to-use price data sets. In contrast to common scenario generation approaches, the method is deterministic and relies on a small number of degrees of freedom, with the aim to be well defined and easy to use. We thereby target an enhanced comparability of future research studies on demand-side management and energy cost optimization. We construct the price profiles based on historical time series from the spot markets of interest, e.g., European Power Exchange (EPEX) spot. To this end, we extract key price components from the data while also accounting for known dominant mechanisms in the price variation. Further, the method is able to preserve key statistical features of the historical data (e.g., mean and standard deviation) when constructing the benchmark profile. Finally, our approach ensures comparability of ID and DA price profiles by design, as their cumulative (integral) price can be made identical if needed.

翻译：本文提出了一种构建日前（DA）与日内（ID）电力现货市场代表性电价曲线的方法，并利用该方法提供了可直接使用的电价数据集示例。与常见的场景生成方法不同，该方法具有确定性，仅依赖少量自由度，旨在定义清晰且易于使用。我们的目标是通过此方法增强未来关于需求侧管理与能源成本优化研究的可比性。电价曲线的构建基于目标现货市场（例如欧洲电力交易所现货市场）的历史时间序列数据。为此，我们从数据中提取关键电价构成要素，同时考虑价格波动中已知的主要机制。此外，该方法在构建基准曲线时能够保留历史数据的关键统计特征（如均值与标准差）。最后，我们的方法通过设计确保了ID与DA电价曲线的可比性，因为二者的累积（积分）电价在需要时可设置为完全相同。