This paper establishes a robust foundation for the expansion of European intraday electricity
market research through a systematic literature review. The review encompasses 132 …

Using hourly data from June 1, 2020, to April 25, 2024, this paper first examines the
characteristics of wholesale spot-Day Ahead Market (DAM) and Real Time Market (RTM) …

This paper replicates the study by Viehmann (2011) that investigated risk premia in the
German day-ahead electricity market from October 2005 to September 2008. While …

This paper investigates how private and public information about unplanned power plant
outages impact intraday electricity prices in Germany. It uses data from the EPEX day-ahead …

The so-called 'Nordic power market'comprises the national electricity markets of Norway,
Sweden, Finland, Denmark and, more recently, the Baltic States. The different national …

This paper demonstrates the relevance of incorporating renewable production and
skewness preference in electricity forward pricing models. Starting from a meanvariance …

This Ph. D. thesis focuses on the demand-side management in electricity markets and a new
player in the market {lcub} an aggregator of exible demand. The thesis consists of three …

PRICING AND RISK PREMIA IN GERMAN ELECTRICITY MARKETS Page 1 PRICING AND
RISK PREMIA IN GERMAN ELECTRICITY MARKETS A dissertation submitted to the …

Information Disclosure Rules in the European Electricity Market: An Overview Page 1 978-1-5386-1488-4/18/$31.00
©2018 IEEE Information Disclosure Rules in the European Electricity Market: An Overview …