As uncertainty and time granularity of short-term electricity markets increase, and intraday trading gains in importance, the complexity of deriving optimal trading decisions rises. This paper analyses the potential benefit of coordinating bids in three sequential electricity markets,...

This paper provides insight in the time-varying relation between electricity futures prices and fundamentals in the form of prices of contracts for fossil fuels. As supply curves are not constant and different producers have different marginal costs of production, we argue that the relation...