Füss, Roland; Mahringer, Steffen; Prokopczuk, Marcel - 2013 - This version: March 2013
an increasing amount of fundamental data, including forecasts of electricity demand and available capacity. We develop a … fundamental model for electricity prices which lends itself well to integrating such forecasts, while retaining ease of … pricing performance of our model is shown to further improve based on the inclusion of electricity demand and capacity …