This paper provides insight in the time-varying relation between electricity futures prices and fundamentals in the … marginal costs of production, we argue that the relation between electricity futures prices and futures prices of underlying … model that linearly relates electricity futures prices to the marginal costs of production and calculate the log …

European electricity market participants are encouraged to balance intraday deviations from their day-ahead schedules … via trades in the intraday market. Together with the increasing produc-tion of variable renewable energy sources, the … intraday market is gaining importance. We inves-tigate the explanatory power of a fundamental modeling approach explicitly …

This paper studies the impact of market specific news on the short-time forward premia on the Scandinavian electricity … market. I show that the short time premia between the day-ahead and intra-day electricity prices on the Scandinavian market … on the differences between the day-ahead and intra-day prices. -- intra-day electricity market ; forward premia ; market …