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EU cross-zonal capacity Tier 1

API name: eu_cross_zonal_capacity (+ _percentile/_momentum/_volatility) · Source: ENTSO-E

Offered day-ahead cross-zonal transfer capacity on DE-LU's two real confirmed-working interconnector borders, tested against its own forward mean reversion - the same hypothesis behind our crude spread and ERCOT spark spread factors, now confirmed independently in a second market.

Economic effect

-1.21x (DK1) to -1.95x (NO2) realized volatility at 20 trading days - the largest single economic effect in our entire factor library.

Servable borders

BorderSubject idTier
DE-LU ↔ Denmark (DK1)DK1Tier 1
DE-LU ↔ Norway (NO2)NO2Tier 1
Both real confirmed-working DE-LU borders independently score 100% on every scorecard dimension, at full walk-forward confidence (18 real quarterly folds each). A real redundancy test confirmed this factor is not a correlated echo of EU physical flow below - both carry genuinely separate information.

Query it

GET /v1/factors?factor=eu_cross_zonal_capacity&subject=DK1

Raw sub-daily series: GET /v1/eu/capacity?out_domain_eic=10YDK-1--------W

Related

Raw source: ENTSO-E Transparency Platform. Related factors: EU physical flow (confirmed genuinely complementary, not redundant), EU imbalance price.

Full validation methodology: how we score factors and every real number behind these verdicts in FACTOR_CATALOGUE.md.

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