Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market

Intraday electricity trading on the continuous intraday market of EPEX SPOT is particularly well suited for the rebalancing of energy production. We analyzed the volatility and dispersion of individual hourly contracts, taking into account the particularities of the market, due to which the standard...

Full description

Bibliographic Details
Main Authors: Rainer Baule, Michael Naumann
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/14/22/7531