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q-fin.ST2022★ 2 cited
Probabilistic forecasting of German electricity imbalance prices
Michał Narajewski
The exponential growth of renewable energy capacity has brought much uncertainty to electricity prices and to electricity generation. To address this challenge, the energy exchange…
q-fin.ST2020
Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories
Michał Narajewski, Florian Ziel
Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a…
q-fin.ST2018
Econometric modelling and forecasting of intraday electricity prices
Michał Narajewski, Florian Ziel
In the following paper, we analyse the ID-Price in the German Intraday Continuous electricity market using an econometric time series model. A multivariate approach is conducte…