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This paper presents a theoretical and empirical analysis of liquidity in the German intraday market for electricity …
Persistent link: https://www.econbiz.de/10010852366
In principle, portfolio optimization in electricity markets can make use of the standard mean-variance model going back … to Markowitz. Yet a key restriction in most electricity markets is the limited liquidity. Therefore the standard model …
Persistent link: https://www.econbiz.de/10008597076
In Germany and other Central and Northern European countries, energy demand for space heating dominates the energy demand of households. In line with European and national energy efficiency and emission reduction objectives, policy makers have identified the residential building sector...
Persistent link: https://www.econbiz.de/10011156755