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Are fundamentals enough? : explaining price variations in the German day-ahead and intraday power market

Pape, Christian; Hagemann, Simon; Weber, Christoph - 2015

European electricity market participants are encouraged to balance intraday deviations from their day-ahead schedules via trades in the intraday market. Together with the increasing produc-tion of variable renewable energy sources, the intraday market is gaining importance. We inves-tigate the...

Persistent link: https://www.econbiz.de/10010505053

Are fundamentals enough? : explaining price variations in the German day-ahead and intraday power market

Pape, Christian; Hagemann, Simon; Weber, Christoph - In: Energy economics 54 (2016), pp. 376-387

Persistent link: https://www.econbiz.de/10011662994

Time-varying Granger causality between the stock market and unemployment in the United States

Fromentin, Vincent - In: Applied economics letters 30 (2023) 3, pp. 371-378

Persistent link: https://www.econbiz.de/10013553475

Animal spirits, the stock market, and the unemployment rate : some evidence for German data

Fritsche, Ulrich; Pierdzioch, Christian - 2016 - First version: January 2016

", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger … (2015) for U.S. data, we found that the stock market Granger causes unemployment in the short run and the long run when we … control for a deterministic trend in the unemployment rate. Results of a frequency-domain test show that, in the short run …

Persistent link: https://www.econbiz.de/10011415821