. Additionally, we examine the new approach empirically with a dataset of electricity forward contracts traded on the Nord Pool … ; Zero-Returns ; Price Jumps ; Robust Estimation ; High-Frequency Data ; Electricity Forward Contract …

-ahead electricity markets (NordPool, APX, Powernext) by fitting some flexible and general families of distributions, such as the α … transform and volatility rescaling tend to dampen the extreme returns. -- Electricity prices ; α-stable ; Normal Inverse …

System security in electricity markets relies crucially on the interaction between demand and supply over time. However …, research on electricity markets has been mainly focusing on the supply side arguing that demand is rather inelastic. Assuming … perfectly inelastic demand might lead to delusive statements regarding the price formation in electricity markets. In this …