Work

German Intraday Electricity Market Analysis and Modeling Based on the Limit Order Book

Year: 2018

Type: conference-paper

Source: International Conference on the European Energy Market (EEM)

DOI: 10.1109/eem.2018.8469829

Authors: Henry Martin, Scott Otterson

Institutions: ETH Zurich, Institute of Cartography and Geoinformation, Fraunhofer Institute for Energy Economics and Energy System Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2893501847

FWCI: 20.24

Cites: 10

Cited by: 25

Related to: 10