Imbalance Charge Reduction in the Italian Intra-Day Market Using Short-Term Forecasting of Photovoltaic Generation

In the Italian intra-day electricity market (MI-XBID), where energy positions can be adjusted up to one hour before delivery, imbalance charges due to forecast errors from non-programmable renewable sources represent a critical issue. This work focuses on photovoltaic (PV) systems, whose production...

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Main Authors: Cristina Ventura, Giuseppe Marco Tina, Santi Agatino Rizzo
Format: Article
Language:English
Published: MDPI AG 2025-08-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/18/15/4161
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author Cristina Ventura
Giuseppe Marco Tina
Santi Agatino Rizzo
author_facet Cristina Ventura
Giuseppe Marco Tina
Santi Agatino Rizzo
author_sort Cristina Ventura
collection DOAJ
description In the Italian intra-day electricity market (MI-XBID), where energy positions can be adjusted up to one hour before delivery, imbalance charges due to forecast errors from non-programmable renewable sources represent a critical issue. This work focuses on photovoltaic (PV) systems, whose production variability makes them particularly sensitive to forecast accuracy. To address these challenges, a comprehensive methodology for assessing and mitigating imbalance penalties by integrating a short-term PV forecasting model with a battery energy storage system is proposed. Unlike conventional approaches that focus exclusively on improving statistical accuracy, this study emphasizes the economic and regulatory impact of forecast errors under the current Italian imbalance settlement framework. A hybrid physical-artificial neural network is developed to forecast PV power one hour in advance, combining historical production data and clear-sky irradiance estimates. The resulting imbalances are analyzed using regulatory tolerance thresholds. Simulation results show that, by adopting a control strategy aimed at maintaining the battery’s state of charge around 50%, imbalance penalties can be completely eliminated using a storage system sized for just over 2 equivalent hours of storage capacity. The methodology provides a practical tool for market participants to quantify the benefits of storage integration and can be generalized to other electricity markets where tolerance bands for imbalances are applied.
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spelling doaj-art-cf9f746fbfe9413eba23a202dad9e7ed2025-08-20T03:02:58ZengMDPI AGEnergies1996-10732025-08-011815416110.3390/en18154161Imbalance Charge Reduction in the Italian Intra-Day Market Using Short-Term Forecasting of Photovoltaic GenerationCristina Ventura0Giuseppe Marco Tina1Santi Agatino Rizzo2Department of Electric, Electronics and Computer Engineering, University of Catania, Viale Andrea Doria 6, 95125 Catania, ItalyDepartment of Electric, Electronics and Computer Engineering, University of Catania, Viale Andrea Doria 6, 95125 Catania, ItalyDepartment of Electric, Electronics and Computer Engineering, University of Catania, Viale Andrea Doria 6, 95125 Catania, ItalyIn the Italian intra-day electricity market (MI-XBID), where energy positions can be adjusted up to one hour before delivery, imbalance charges due to forecast errors from non-programmable renewable sources represent a critical issue. This work focuses on photovoltaic (PV) systems, whose production variability makes them particularly sensitive to forecast accuracy. To address these challenges, a comprehensive methodology for assessing and mitigating imbalance penalties by integrating a short-term PV forecasting model with a battery energy storage system is proposed. Unlike conventional approaches that focus exclusively on improving statistical accuracy, this study emphasizes the economic and regulatory impact of forecast errors under the current Italian imbalance settlement framework. A hybrid physical-artificial neural network is developed to forecast PV power one hour in advance, combining historical production data and clear-sky irradiance estimates. The resulting imbalances are analyzed using regulatory tolerance thresholds. Simulation results show that, by adopting a control strategy aimed at maintaining the battery’s state of charge around 50%, imbalance penalties can be completely eliminated using a storage system sized for just over 2 equivalent hours of storage capacity. The methodology provides a practical tool for market participants to quantify the benefits of storage integration and can be generalized to other electricity markets where tolerance bands for imbalances are applied.https://www.mdpi.com/1996-1073/18/15/4161intra-day marketphotovoltaicforecastinghybrid artificial neural networkstorage system
spellingShingle Cristina Ventura
Giuseppe Marco Tina
Santi Agatino Rizzo
Imbalance Charge Reduction in the Italian Intra-Day Market Using Short-Term Forecasting of Photovoltaic Generation
Energies
intra-day market
photovoltaic
forecasting
hybrid artificial neural network
storage system
title Imbalance Charge Reduction in the Italian Intra-Day Market Using Short-Term Forecasting of Photovoltaic Generation
title_full Imbalance Charge Reduction in the Italian Intra-Day Market Using Short-Term Forecasting of Photovoltaic Generation
title_fullStr Imbalance Charge Reduction in the Italian Intra-Day Market Using Short-Term Forecasting of Photovoltaic Generation
title_full_unstemmed Imbalance Charge Reduction in the Italian Intra-Day Market Using Short-Term Forecasting of Photovoltaic Generation
title_short Imbalance Charge Reduction in the Italian Intra-Day Market Using Short-Term Forecasting of Photovoltaic Generation
title_sort imbalance charge reduction in the italian intra day market using short term forecasting of photovoltaic generation
topic intra-day market
photovoltaic
forecasting
hybrid artificial neural network
storage system
url https://www.mdpi.com/1996-1073/18/15/4161
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AT santiagatinorizzo imbalancechargereductionintheitalianintradaymarketusingshorttermforecastingofphotovoltaicgeneration