measures on the hedging strategies. For motivation and application purposes hedging in electricity markets is chosen, because … to the German Electricity markets. …

The European Commission is introducing new regulations on submission and publication of data in electricity markets … immediacy. I conclude that to achieve the aims of efficiently functioning wholesale electricity markets, fair and non …-discriminatory access to data and a coherent and consistent view of the European wholesale electricity market, it does not seem advisable to …

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 …

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