Iberian-day-ahead-market-simulator: A Python package to simulate the MIBEL day-ahead market clearing

E. Insunza Díaz, J. Portela, A. Muñoz

SoftwareX Vol. 35, pp. 102985

Resumen:

The day-ahead market is the largest electricity market in Europe by traded volume, yet up-to-date simulation methodologies for reproducible research remain limited. This paper presents iberian-day-ahead-market-simulator, a Python package to reproduce and analyze day-ahead market clearing in the Iberian market (which includes Spain and Portugal), with out-of-the-box compatibility with public data. It enables reproducible experimentation with real day-ahead market data and provides a foundation for research on price formation, counterfactual scenarios, and policy analysis. We validated the package with more than 190 day-ahead market simulations, showing close agreement with observed outcomes in terms of prices, volumes, and cross-border exchanges.

Resumen divulgativo:

Presentamos un simulador open source en Python para la casación del mercado diario en MIBEL. Usando datos públicos de OMIE, reproduce los resultados del mercado y facilita la investigación en formación de precios, intercambios y escenarios contrafactuales.

Palabras Clave: Electricity markets; Python; Day-ahead market; Euphemia; Market clearing; Reproducible research

Índice de impacto JCR-JIF y cuartil WoS: 1,900 - Q3 (2025)

Referencia DOI: https://doi.org/10.1016/j.softx.2026.102985

Publicado en papel: Septiembre 2026.

Publicado on-line: Agosto 2026.

Cita:
E. Insunza Díaz, J. Portela, A. Muñoz, "Iberian-day-ahead-market-simulator: A Python package to simulate the MIBEL day-ahead market clearing", SoftwareX, Vol. 35, pp. 102985, Septiembre 2026. [Online: Agosto 2026] doi: 10.1016/j.softx.2026.102985