BEGIN:VCALENDAR
VERSION:2.0
PRODID:IEEE vTools.Events//EN
CALSCALE:GREGORIAN
BEGIN:VTIMEZONE
TZID:Europe/Budapest
BEGIN:DAYLIGHT
DTSTART:20250330T030000
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
RRULE:FREQ=YEARLY;BYDAY=-1SU;BYMONTH=3
TZNAME:CEST
END:DAYLIGHT
BEGIN:STANDARD
DTSTART:20251026T020000
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
RRULE:FREQ=YEARLY;BYDAY=-1SU;BYMONTH=10
TZNAME:CET
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTAMP:20251126T115327Z
UID:846B3FB3-3A3D-46A2-9D17-1DBCAEB60724
DTSTART;TZID=Europe/Budapest:20251002T180000
DTEND;TZID=Europe/Budapest:20251002T200000
DESCRIPTION:The first lecture of the IEEE BME SBC's Closed-Core Transformer
  Patent Memorial Semester was held by György Istvánffy\, Director of HUP
 X Markets\, who presented how data influences market decisions in both the
  short and long term on the electricity market.\n\nIn the introduction\, h
 e explained the main functions of the HUPX exchange: non-discriminatory\, 
 transparent\, and anonymous trading\; the role of the clearing service in 
 ensuring security\; and the IT-based data connections that make automated\
 , real-time trading possible.\n\nHe introduced the main market segments: t
 he day-ahead (DAM)\, intraday auction (IDA)\, and continuous intraday (IDC
 ) markets. Among these\, the IDC is becoming increasingly dominant — in 
 August 2025 it exceeded 1.35 TWh of traded volume\, illustrating the impac
 t of the growth in renewable generation and real-time portfolio optimizati
 on.\n\nA key topic of the lecture was the role of data and algorithmic tra
 ding. Through the HUPX Labs API\, real-time order and trade data are made 
 accessible\, creating new opportunities for data-driven and automated trad
 ing strategies.\n\nIn the second part of the presentation\, the presenter 
 analyzed price volatility: due to the growing share of solar power generat
 ion\, daily price fluctuations have increased significantly\, especially i
 n the summer months. The so-called “duck curve” phenomenon has intensi
 fied\, meaning that prices remain low during the daytime and rise sharply 
 in the evening hours.\n\nOverall\, the lecture provided a comprehensive ov
 erview of how data-driven thinking\, along with the spread of renewable en
 ergy and energy storage\, is transforming electricity market trading\, and
  how HUPX is evolving into an increasingly digital and internationally int
 erconnected platform.\n\n[]\n\nRoom: BF13\, Bldg: Q Building\, Magyar tud
 ósok körútja 2.\, Budapest\, Budapest Fovaros\, Hungary\, 1117
LOCATION:Room: BF13\, Bldg: Q Building\, Magyar tudósok körútja 2.\, Bud
 apest\, Budapest Fovaros\, Hungary\, 1117
ORGANIZER:zsofia.bango@ieee.org
SEQUENCE:0
SUMMARY:Data in electricity trading
URL;VALUE=URI:https://events.vtools.ieee.org/m/517910
X-ALT-DESC:Description: <br /><p dir="ltr">The first lecture of the IEEE BM
 E SBC's Closed-Core Transformer Patent Memorial Semester was held by Gy&ou
 ml\;rgy Istv&aacute\;nffy\, Director of HUPX Markets\, who presented how d
 ata influences market decisions in both the short and long term on the ele
 ctricity market.</p>\n<p dir="ltr">In the introduction\, he explained the 
 main functions of the HUPX exchange: non-discriminatory\, transparent\, an
 d anonymous trading\; the role of the clearing service in ensuring securit
 y\; and the IT-based data connections that make automated\, real-time trad
 ing possible.</p>\n<p dir="ltr">He introduced the main market segments: th
 e day-ahead (DAM)\, intraday auction (IDA)\, and continuous intraday (IDC)
  markets. Among these\, the IDC is becoming increasingly dominant &mdash\;
  in August 2025 it exceeded 1.35 TWh of traded volume\, illustrating the i
 mpact of the growth in renewable generation and real-time portfolio optimi
 zation.</p>\n<p dir="ltr">A key topic of the lecture was the role of data 
 and algorithmic trading. Through the HUPX Labs API\, real-time order and t
 rade data are made accessible\, creating new opportunities for data-driven
  and automated trading strategies.</p>\n<p dir="ltr">In the second part of
  the presentation\, the presenter analyzed price volatility: due to the gr
 owing share of solar power generation\, daily price fluctuations have incr
 eased significantly\, especially in the summer months. The so-called &ldqu
 o\;duck curve&rdquo\; phenomenon has intensified\, meaning that prices rem
 ain low during the daytime and rise sharply in the evening hours.</p>\n<p 
 dir="ltr">Overall\, the lecture provided a comprehensive overview of how d
 ata-driven thinking\, along with the spread of renewable energy and energy
  storage\, is transforming electricity market trading\, and how HUPX is ev
 olving into an increasingly digital and internationally interconnected pla
 tform.</p>\n<p><img src="https://events.vtools.ieee.org/vtools_ui/media/di
 splay/d197073e-4275-4ab2-81fd-74ec0c8f097b" alt="" width="845" height="563
 "></p>
END:VEVENT
END:VCALENDAR