Contract durations in the electricity market: Causal impact of 15min trading on the EPEX SPOT market
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DOI: 10.1016/j.eneco.2017.11.019
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Citations
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Cited by:
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- Christopher Jahns, 2024. "Investigating Inefficiencies in the German Rental Housing Market: The Impact of Disclosing Total Costs on Energy Efficiency Appreciation," EWL Working Papers 2406, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Aug 2024.
- Spodniak, Petr & Ollikka, Kimmo & Honkapuro, Samuli, 2019.
"The relevance of wholesale electricity market places: the Nordic case,"
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- Rainer Baule & Michael Naumann, 2021. "Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market," Energies, MDPI, vol. 14(22), pages 1-24, November.
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- Sirin, Selahattin Murat & Camadan, Ercument & Erten, Ibrahim Etem & Zhang, Alex Hongliang, 2023. "Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices," Energy Policy, Elsevier, vol. 180(C).
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"Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1533-1547.
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More about this item
Keywords
Electricity market; 15min trading; Market design; Contract duration; Bayesian structural time series; Policy implications;All these keywords.
JEL classification:
- Q21 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - Demand and Supply; Prices
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- D86 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Economics of Contract Law
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