therefore analyze the drivers of restricted participation in the German intraday auctin which is a short-term electricity market … with quarter-hourly products. Applying a fundamental electricity market model with 15-minute temporal resolution, we … for price volatility and find that full market coupling may trigger quarter-hourly price valatility to decrease by a …

the hedging effectiveness of the different electricity markets. Better performance is found for the Nordpool market while …This paper estimates and applies a risk management strategy for electricity spot exposures using futures hedging. We … apply our approach to three of the most actively traded European electricity markets, Nordpool, APXUK and Phelix. We compare …

We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing … attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance …/coherence evolution and hedge ratio analysis, on a time-frequency-scale approach (discrete and continuous), between electricity spot and …

mean-reverting. Since the Czech intraday electricity market remains mostly unexplored, we examined this phenomenon on the …In this paper we analyse a temporal evolution of the Hurst exponent estimated on hourly returns of intraday electricity … sizes. According to the stylised facts of electricity, the spot prices and their corresponding logarithmic returns should be …