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

-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 …

This paper contributes to the ongoing discussion on price formation in electricity markets. For this, we conduct an … analysis of the German electricity wholesale spot market which is located at the European Energy Exchange (EEX). Our dataset …

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

therefore analyze the drivers of restricted participation in the German intraday auctin which is a short-term electricity market … with quarter-hourly products. Applying a fundamental electricity market model with 15-minute temporal resolution, we …