The European intraday electricity market : a modeling based on the Hawkes process
Benjamin Favetto
| Year of publication: |
2020
|
|---|---|
| Authors: | Favetto, Benjamin |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 13.2020, 3, p. 57-96
|
| Subject: | European electricity intraday market | trade clustering | Hawkes process | change-point detection | parameter estimation | EU-Staaten | EU countries | Elektrizitätswirtschaft | Electric power industry | Europa | Europe | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2020.211 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012662220