Explore our library of blogs and updates for the latest in AI and short-term power trading.
On January 1st, 2026, Switzerland moved from dual to single imbalance pricing. For short-term traders, imbalance price forecasting in Switzerland now has a direct P&L impact. The signal is cleaner and the reward structure is more transparent.
High-wind shutdowns – automatic turbine stops triggered by extreme wind speeds – are a high-risk moment in short-term power trading. When forecasts fail to anticipate them, imbalance volumes can spike precisely during volatile price periods.
With platforms like PICASSO now operational, cross-border balancing has dampened some of the sharpest edges that characterized earlier years. Imbalance value still exists, but capturing it that has become more competitive.
What’s missing in many trading setups is a forward-looking view on where imbalance prices are likely to settle.
Clouds can significantly and suddenly reduce solar power output. Solar Nowcasting enables traders to anticipate deviations across all assets, including those without near-time data, and adjust positions in advance.
SIDC extends the market coupling principle, enabling traders to adjust positions continuously up to one hour before delivery. In its first five years, it facilitated more than 242 million transactions, with trade volumes in 2025 roughly double those of 2022.
Solar growth, evolving market rules, and accelerated automation are reshaping trading conditions at a pace the industry hasn’t seen before. We break down the key developments into three interconnected areas: the power grid, energy markets, and trading technologies.
More European TSOs are preparing to implement MARI, the European platform for exchanging mFRR. We explore the contrasting approaches in Germany, Belgium, and the Netherlands, and what the Baltic experience reveals about shallow market dynamics.
The SDE++ has been highly effective in driving the Netherlands’ renewable energy buildout. However, it also created structural inefficiencies. What can power market participants do to protect their returns?
As of the 1st of October, European day-ahead power markets will transition from hourly to 15-minute market time units (MTUs). How does this impact bidding logic? Will a sawtooth pattern emerge?