Browsing NTNU Open by Author "Kiesel, Rüdiger"

Now showing items 1-4 of 4

    • 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 ...

    • A Fundamental Model for Continuous Intraday Electricity Trading 

      Kremer, Marcel; Kiesel, Rüdiger; Paraschiv, Florentina (Peer reviewed; Journal article, 2020)
      This paper develops an econometric price model with fundamental impacts for intraday electricity markets of 15-minute contracts. A unique data set of intradaily updated forecasts of renewable power generation is analyzed. ...

    • Intraday Electricity Pricing of Night Contracts 

      Kremer, Marcel; Kiesel, Rüdiger; Paraschiv, Florentina (Peer reviewed; Journal article, 2020)
      This paper investigates the intraday electricity pricing of 15-min. contracts in night hours. We tailor a recently introduced econometric model with fundamental impacts, which is successful in describing the pricing of day ...

    • 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 ...