• Econometric analysis of 15-minute intraday electricity prices 

      Kiesel, Rüdiger; Paraschiv, Florentina (Journal article; Peer reviewed, 2017)
      The trading activity in the German intraday electricity market has increased significantly over the last years. This is partially due to an increasing share of renewable energy, wind and photovoltaic, which requires power ...
    • On the Construction of Hourly Price Forward Curves for Electricity Prices 

      Kiesel, Rüdiger; Paraschiv, Florentina; Sætherø, Audun (Journal article; Peer reviewed, 2018)
      There are several approaches in the literature for the derivation of price forward curves (PFCs) which distinguish among each other by the procedure employed for the derivation of seasonality shapes, smoothing technique ...