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Quant Systems Lab · Control Systems for Quantitative Finance

Merit Order and Supply Stack

The merit order sorts generation units by marginal cost; where demand meets the stack determines the power price.

Explanation

Power systems clear by stacking generation units from lowest to highest marginal cost until demand is met.

Changes in fuel prices, CO₂ costs, or available capacity shift the supply stack and the clearing price.

Structural price models use merit-order logic to link commodity prices to power prices and spreads.


merit ordersupply stackclearing pricepower
Interactive visualisation

This merit-order sketch stacks generation units by marginal cost and marks where demand intersects the stack. The clearing price is the cost of the marginal unit; fuel and CO₂ changes shift blocks and the price.

Clearing price ≈ 63 €/MWh · marginal block: CCGT gas
Cumulative capacity (GW)Marginal cost (€/MWh)023477003468103Nuclear / run-of-river20 €/MWhCoal / lignite80 €/MWhCCGT gas63 €/MWhPeakers103 €/MWhDemandClearing priceNuclear / run-of-riverCoalGas CCGTPeakersDemand lineClearing price
Numbers
Total stack capacity ≈ 70.0 GW
Demand coverage: 40.0 / 70.0 GW
Clearing price ≈ 63 €/MWh
Interpretation

Merit-order logic says power prices are set by the marginal technology that clears the last unit of demand. Low-cost units run almost all the time; expensive units run only when demand is high or cheap capacity is unavailable.

Fuel and CO₂ shocks do not just move prices in parallel. They re-order parts of the stack and can change which block is marginal, so the same demand can clear at very different prices.