Risk analytics · 30 days · 1,536 slots
Volatility & Spreads
Area statistics
Slot-level distribution, intraday shape and congestion (price split vs system)
| Area | Mean | Std | CV % | P10 | P90 | Max | Daily σ | Intraday σ | Peak/Off | Floor h | Spike h | Split % |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ■ System (システム) | 20.36 | 6.88 | 34 | 11.70 | 30.00 | 50.01 | 3.96 | 5.48 | 1.30 | 0.0 | 9.5 | 0 |
| ■ Hokkaido (北海道) | 14.91 | 6.70 | 45 | 8.85 | 22.22 | 47.50 | 3.42 | 5.67 | 1.02 | 16.0 | 19.0 | 98 |
| ■ Tohoku (東北) | 17.44 | 6.88 | 40 | 9.50 | 26.03 | 47.50 | 3.41 | 5.87 | 0.98 | 0.0 | 3.5 | 98 |
| ■ Tokyo (東京) | 22.50 | 6.07 | 27 | 14.61 | 30.61 | 50.01 | 3.53 | 4.78 | 1.28 | 0.0 | 3.0 | 97 |
| ■ Chubu (中部) | 23.42 | 7.58 | 32 | 14.45 | 32.45 | 55.23 | 4.24 | 5.97 | 1.35 | 0.0 | 11.0 | 97 |
| ■ Hokuriku (北陸) | 20.57 | 8.30 | 40 | 10.60 | 31.70 | 55.23 | 4.99 | 6.23 | 1.48 | 0.0 | 16.0 | 96 |
| ■ Kansai (関西) | 19.92 | 8.15 | 41 | 10.60 | 31.16 | 55.23 | 4.78 | 6.15 | 1.49 | 0.0 | 17.0 | 96 |
| ■ Chugoku (中国) | 18.15 | 8.35 | 46 | 10.14 | 30.54 | 55.23 | 4.37 | 6.61 | 1.31 | 1.0 | 21.5 | 96 |
| ■ Shikoku (四国) | 16.62 | 9.43 | 57 | 7.85 | 30.23 | 55.23 | 5.73 | 7.04 | 1.26 | 16.5 | 44.5 | 97 |
| ■ Kyushu (九州) | 16.88 | 8.65 | 51 | 9.86 | 30.02 | 55.23 | 3.73 | 7.19 | 1.41 | 1.0 | 37.5 | 96 |
Rolling 7-day intraday volatility
Mean within-day standard deviation of slot prices (¥/kWh)
- Hokkaido (北海道)
- Kansai (関西)
- Kyushu (九州)
- System (システム)
- Tokyo (東京)
Price distribution
Share of slots per price band (%)
- Hokkaido (北海道)
- Kyushu (九州)
- Tokyo (東京)
Daily spread vs Tokyo (東京)
Area daily average minus Tokyo daily average · negative = cheaper than Tokyo
- Chubu (中部)
- Chugoku (中国)
- Hokkaido (北海道)
- Hokuriku (北陸)
- Kansai (関西)
- Kyushu (九州)
- Shikoku (四国)
- Tohoku (東北)
Inter-area spread matrix
Mean spread row − column (¥/kWh) — positive = row area more expensive
| row − col | HKD 北海道 | THK 東北 | TKO 東京 | CBU 中部 | HRK 北陸 | KNS 関西 | CGK 中国 | SKK 四国 | KYS 九州 |
|---|---|---|---|---|---|---|---|---|---|
| Hokkaido 北海道 | · | -2.53 | -7.59 | -8.51 | -5.66 | -5.01 | -3.24 | -1.71 | -1.97 |
| Tohoku 東北 | +2.53 | · | -5.06 | -5.99 | -3.14 | -2.49 | -0.72 | +0.81 | +0.56 |
| Tokyo 東京 | +7.59 | +5.06 | · | -0.92 | +1.93 | +2.58 | +4.35 | +5.88 | +5.62 |
| Chubu 中部 | +8.51 | +5.99 | +0.92 | · | +2.85 | +3.50 | +5.27 | +6.80 | +6.55 |
| Hokuriku 北陸 | +5.66 | +3.14 | -1.93 | -2.85 | · | +0.65 | +2.42 | +3.95 | +3.70 |
| Kansai 関西 | +5.01 | +2.49 | -2.58 | -3.50 | -0.65 | · | +1.77 | +3.30 | +3.05 |
| Chugoku 中国 | +3.24 | +0.72 | -4.35 | -5.27 | -2.42 | -1.77 | · | +1.53 | +1.28 |
| Shikoku 四国 | +1.71 | -0.81 | -5.88 | -6.80 | -3.95 | -3.30 | -1.53 | · | -0.25 |
| Kyushu 九州 | +1.97 | -0.56 | -5.62 | -6.55 | -3.70 | -3.05 | -1.28 | +0.25 | · |