这篇论文用XAI方法拆解了欧洲39个地区的电价驱动力,告诉你太阳能比想象中更重要、天然气还是老大,还模拟了全欧统一电价会怎样。
该论文使用深度学习(DNN)结合可解释AI(XAI)技术,分析欧洲39个竞价区的电价决定因素。通过SHAP方法和扩展的SSHAP聚合框架量化特征贡献。研究发现太阳能等可再生能源在电价形成中作用突出,尽管其发电占比低;天然气价格仍是主导且一致的驱动因素;跨区域互联显著影响价格动态。论文还构建了一个合成全欧洲统一电力市场的反事实场景。
Analysing drivers and interdependencies in European electricity markets using XAI
Electricity markets are inherently complex systems characterised by strong nonlinearities, high-dimensional interactions, and increasing interdependence across regions. While deep neural networks (DNNs) have demonstrated strong predictive capabilities for electricity prices, their lack of interpretability limits their usefulness for understanding the underlying drivers of price formation. This paper addresses this gap by combining DNN models with explainable artificial intelligence (XAI) techniques to analyse the determinants of electricity prices across 39 European bidding zones. We employ SHAP (SHapley Additive exPlanations) to quantify feature contributions and apply and extend SSHAP, an aggregation framework to improve interpretability in high-dimensional settings. The analysis identifies that renewable energy sources, particularly solar, play a disproportionately important role in price formation despite their lower share in total power generation. Gas prices remain a dominant and consistent driver across electricity markets, while interconnections significantly shape price dynamics, highlighting the strong interdependence of European electricity systems. In addition, a synthetic EU-wide electricity market is constructed to explore the counterfactual scenario of a fully integrated market with a single price.