Blar i Fakultet for økonomi (ØK) på tidsskrift "Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences"
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A Fundamental Model for Continuous Intraday Electricity Trading
(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. ...