• 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. ...