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An econometric model for intraday electricity trading

Marcel Kremer1, Rüdiger Kiesel1,2, Florentina Paraschiv3,4

  • 1Chair for Energy Trading and Finance, University of Duisburg-Essen, Universitätsstraße 12, 45141 Essen, Germany.

Philosophical Transactions. Series A, Mathematical, Physical, and Engineering Sciences
|June 7, 2021
PubMed

Keywords:
15-min contractseconometric modellingintraday electricity marketmerit order curverenewable power forecaststhreshold regression

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