Digitalization is a cornerstone of the energy transition, and plenty of research concentrates on how to make optimal use of all data being collected. This is however often based on the assumption that all relevant data may be shared or centralized for such optimization to be performed. This may not be the case in pratice, owing to e.g. privacy and competition-related issues. Consequently, we are proposing to invest instead is collaborative and market-based analytics, i.e., in the design of relevant mechanisms for agents to be willing to share data or contribute to problem-solving, in a collaborative manner. The talk will give an overview of motivations and potential benefits of such an approach, while also digging into a few relevant recent proposals.