Blar i NTNU Open på forfatter "Kremer, Marcel"

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    • 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 ...