244 citations · 2k across the 53 of their papers we have counts for
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econ.GN2019★ 1 cited
Determining Fundamental Supply and Demand Curves in a Wholesale Electricity Market
Sergei Kulakov, Florian Ziel
In this paper we develop a novel method of wholesale electricity market modeling. Our optimization-based model decomposes wholesale supply and demand curves into buy and sell order…
econ.GN2019★ 19 cited
The Impact of Renewable Energy Forecasts on Intraday Electricity Prices
Sergei Kulakov, Florian Ziel
In this paper we study the impact of errors in wind and solar power forecasts on intraday electricity prices. We develop a novel econometric model which is based on day-ahead whole…
econ.GN2019★ 14 cited
Estimation and simulation of the transaction arrival process in intraday electricity markets
Michał Narajewski, Florian Ziel
We examine the novel problem of the estimation of transaction arrival processes in the intraday electricity markets. We model the inter-arrivals using multiple time-varying paramet…