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I'm trying to analyze the hourly price variation of the electricity market. However, because of clock changes, due to daylight saving time, we have a missing hour in March and an additional hour in October. I have to do some minor adjustments but I don't know how to it.

I would like to do an interpolation on the missing hour and average the doubled hour (Uniejewski did this in his paper DOI 10.1109/TPWRS.2017.2734563). But it will have a significant impact on generation patterns, since the solar peak that was at 12:00 in spring before clock change will move to 13:00 in spring and summer after the clock change.

Can anyone provide with with an idea or suggestion？ Thanks in advance.

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    $\begingroup$ Get a date/time library that converts daylight time to standard time? $\endgroup$
    – Brian Romanchuk
    May 28, 2020 at 14:37
  • $\begingroup$ Interesting. So relative to UTC, work-related demand shifts by an hour, lighting-related demand doesn’t shift, and solar (and perhaps wind) generation doesn’t shift, while other generation types likely shift to make up the difference. It sounds like you need some sort of structural model? $\endgroup$
    – dismalscience
    May 28, 2020 at 15:33

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