This paper mainly focuses on market power in the Italian electricity spot market. Aims at analyzing the market power level in the Italian electricity spot market and design an anomaly detection model to do the preliminary detection of market power. The first two chapters give an introduction about the background and some fundamental economic theories and to help have a better understanding of the current status of the Italian electricity market and competition and market power in it. Chapter three introduces the technics and algorithms used in this paper, including the introduction of big data framework and deep learning, the detailed inference of variational auto-encoder, which is the algorithm of anomaly detection model.