Electricity intraday price modelling with marked Hawkes processes

Thomas Deschatre and Pierre Gruet

Year of publication:	2022
Authors:	Deschatre, Thomas ; Gruet, Pierre
Subject:	Electricity intraday prices \| Hawkes processes \| high-frequency statistics \| microstructure noise \| Marktmikrostruktur \| Market microstructure \| Volatilität \| Volatility \| Elektrizitätswirtschaft \| Electric power industry \| Börsenkurs \| Share price \| Strompreis \| Electricity price \| Theorie \| Theory

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