This paper presents a theoretical and empirical analysis of liquidity in the German intraday market for electricity …

Models -- Markets: Organisation, Trading and Efficiency -- Imperfect Competition and Market Power -- Electricity Markets in …Introduction -- Fundamentals of Energy and Power Systems -- Energy Demand -- Electricity Generation and Operational … Planning -- Electricity Transport and Storage -- Regulation: Grids and Environment -- Simple Electricity Market Equilibrium …

paper we propose a regime-switching AR-GARCH copula to model pairs of day-ahead electricity prices in coupled European …The recent price coupling of many European electricity markets has triggered a fundamental change in the interaction of … day-ahead prices, challenging additionally the modeling of the joint behavior of prices in interconnected markets. In this …

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 …