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 …

We extend the arithmetic multi-factor electricity spot price model proposed by Benth, Kallsen & Meyer-Brandis by adding … further derive pricing formulas for electricity forwards under future information and investigate the associated information …

liberalisierten Markt ist ein enger Zusammenhang zwischen Preisen und Grenzkosten zu erwarten, diese werden in der Stromerzeugung im … wesentlichen durch den Einsatz von Primärenergieträgern verursacht. Im Rahmen der vorliegenden Arbeit wird das German Electricity … Market Model (GEMM) vorgestellt, das den deutschen Strommarkt in seiner Interaktion mit den Strommärkten anderer europäischer …

This paper investigates a pricing model for an electricity market with a hybrid congestion management method, i.e. part …

function equilibrium (SFE) model of an electricity market with a single lossless, but constrained, transmission line. The …Competition between oligopolist electricity generators is inhibited by transmission constraints. I present a supply … market admits equilibria in which generator withhold energy in order to induce congestion, which further increases their …