61 citations · 206 across the 26 of their papers we have counts for
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q-fin.ST2021
Change of persistence in European electricity spot prices
Leonardo Rydin Gorjão, Dirk Witthaut, Pedro G. Lind +1
The European Power Exchange has introduced day-ahead auctions and continuous trading spot markets to facilitate the insertion of renewable electricity. These markets are designed t…
q-fin.ST2021
Complexity and Persistence of Price Time Series of the European Electricity Spot Market
Chengyuan Han, Hannes Hilger, Eva Mix +5
The large variability of renewable power sources is a central challenge in the transition to a sustainable energy system. Electricity markets are central for the coordination of el…