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20182022
most citedProbabilistic forecasting of German electricity imbalance prices

2 citations · 2 across the 1 of their papers we have counts for

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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…