Lecture series »Felix-Klein-Colloquium« / 27. Juni 2017, 17:15 – 18:30 h
Empirics and Analytics for Intraday Power Markets
We will give an introduction to short-term electricity markets. We will start with the relation of day-ahead and intraday prices on the EPEX for deliveries in Germany/Austria. In the sequel we will focus on analyzing the intraday market. We will discuss empirical properties of intraday power markets and point out development in recent years. Furthermore, we study the optimal liquidation and optimal market making problem for traders in intraday power markets.