Exogenous factors for order arrivals on the intraday electricity market
Year of publication: |
2021
|
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Authors: | Kramer, Anke ; Kiesel, Rüdiger |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 97.2021, p. 1-14
|
Subject: | Intraday electricity market | Order arrivals | Exogenous factors | Self-exciting | Point process | Maximum likelihood estimation | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Zeitreihenanalyse | Time series analysis | Elektrizitätsversorgung | Electricity supply |
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