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 … for price volatility and find that full market coupling may trigger quarter-hourly price valatility to decrease by a …

We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing … attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance …/coherence evolution and hedge ratio analysis, on a time-frequency-scale approach (discrete and continuous), between electricity spot and …