Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market

Intraday electricity trading on the continuous intraday market of EPEX SPOT is particularly well suited for the rebalancing of energy production. We analyzed the volatility and dispersion of individual hourly contracts, taking into account the particularities of the market, due to which the standard...

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Bibliographic Details
Main Authors: Rainer Baule, Michael Naumann
Format: article
Language:EN
Published: MDPI AG 2021
Subjects:
T
Online Access:https://doaj.org/article/84a2846eafbe48aaa6b8aaa2416aabfd
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