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 …

behaviour of spot electricity prices in wholesale markets. We explicitly model the conditional volatility and skewness of … electricity prices. A GARCH-type model allowing for time-varying volatility and skewness, which is estimated assuming a Gram …

The recent price coupling of many European electricity markets has triggered a fundamental change in the interaction of … paper we propose a regime-switching AR-GARCH copula to model pairs of day-ahead electricity prices in coupled European …