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 …

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 …

price takers does not account for interdependencies of storage operations and market prices. This paper offers a novel … approach to storage valuation taking into account the effect of management decisions on market prices. The within this paper … proposed methodology determines the optimal production schedule and value by determining the stochastic differential equation …

power system along with other stress factors like low availability of French nuclear reactors. Consequently, more … thorough assessment of generation adequacy taking into account both the variability of renewable infeed and the availability of …

price takers does not account for interdependencies of storage operations and market prices. This paper offers a novel … approach to storage valuation taking into account the effect of management decisions on market prices. The within this paper … proposed methodology determines the optimal production schedule and value by determining the stochastic differential equation …

We present a stochastic modelling approach to describe the dynamics of hourly electricity prices. The suggested … electricity spot prices. The basic idea is to analyze day-ahead prices as panel of 24 cross-sectional hours and to identify … distribution forecast accuracy. The application for German electricity prices 2015 reveal that: (i) An autoregressive specification …