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The United States' power market is featured by the lack of judicial power at the federal level. The market thus provides a unique testing environment for the market organization structure. At the same time, the econometric modeling and…

Econometrics · Economics 2018-06-13 Chelsea Sun

Consumption-based carbon emission measures aim to account for emissions associated with power transmission from distant regions, as opposed to measures which only consider local power generation. Outlining key differences between two…

Physics and Society · Physics 2024-04-10 Mirko Schäfer , Bo Tranberg , Dave Jones , Anke Weidlich

European Monetary Union continues to be characterised by significant macroeconomic imbalances. Germany has shown increasing current account surpluses at the expense of the other member states (especially the European periphery). Since the…

General Economics · Economics 2022-09-21 Giovanni Carnazza , Pierluigi Vellucci

Modeling power market dynamics is increasingly challenging, as both spatial and temporal imbalances of demand and supply are becoming more pronounced with higher shares of variable renewable energy (VRE). Therefore, a high-resolution…

Systems and Control · Electrical Eng. & Systems 2019-08-28 Ramiz Qussous , Thomas Künzel , Anke Weidlich

Renewable electricity generation has grown significantly across many European power systems, leading to a greener energy mix, but also additional complexity in balancing electricity supply and demand. Unexpected differences between…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Arnaud Verstraeten , Maria Margarida Mascarenhas , Hussain Kazmi

The recent energy crisis starting in 2021 led to record-high gas, coal, carbon and power prices, with electricity reaching up to 40 times the pre-crisis average. This had dramatic consequences for operational and risk management prompting…

Applications · Statistics 2024-08-27 Paul Ghelasi , Florian Ziel

Should the organization, design and functioning of electricity markets be taken for granted? Definitely not. While decades of evolution of electricity markets in countries that committed early to restructure their electric power sector made…

General Economics · Economics 2023-02-22 Pierre Pinson

Electricity accounts for 25% of global greenhouse gas emissions. Reducing emissions related to electricity consumption requires accurate measurements readily available to consumers, regulators and investors. In this case study, we propose a…

Physics and Society · Physics 2019-06-11 Bo Tranberg , Olivier Corradi , Bruno Lajoie , Thomas Gibon , Iain Staffell , Gorm Bruun Andresen

The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…

Applications · Statistics 2023-06-27 Raffaele Sgarlato

How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these…

Applications · Statistics 2011-10-26 Egil Ferkingstad , Anders Løland , Mathilde Wilhelmsen

In 2022, energy prices skyrocketed across Europe, with average day-ahead spot market prices in Germany 2.43 times higher than the previous year, hinting at future trends. At the same time, electricity infrastructure is expected to be…

Physics and Society · Physics 2024-04-30 Judith Stute , Sabine Pelka , Matthias Kühnbach , Marian Klobasa

Electricity is traded on various markets with different time horizons and regulations. Short-term intraday trading becomes increasingly important due to the higher penetration of renewables. In Germany, the intraday electricity price…

Machine Learning · Computer Science 2023-03-13 Eike Cramer , Dirk Witthaut , Alexander Mitsos , Manuel Dahmen

Due to major shifts in European energy supply, a structural change can be observed in Austrian electricity spot price data starting from the second quarter of the year 2021 onward. In this work we study the performance of two different…

Mathematical Finance · Quantitative Finance 2024-04-24 Christian Laudagé , Florian Aichinger , Sascha Desmettre

The energy transition is well underway in most European countries. It has a growing impact on electric power systems as it dramatically modifies the way electricity is produced. To ensure a safe and smooth transition towards a pan-European…

Physics and Society · Physics 2018-10-17 Laurent Pagnier , Philippe Jacquod

Integrating renewable energy production into the electricity grid is an important policy goal to address climate change. However, such an integration faces economic and technological challenges. As power generation by renewable sources…

Systems and Control · Electrical Eng. & Systems 2021-01-15 Nayara Aguiar , Indraneel Chakraborty , Vijay Gupta

Intraday electricity markets play an increasingly important role in balancing the intermittent generation of renewable energy resources, which creates a need for accurate probabilistic price forecasts. However, research to date has focused…

Statistical Finance · Quantitative Finance 2025-04-15 Simon Hirsch , Florian Ziel

We analyze the time series of the power loads of the 35 separated countries publicly sharing hourly data through ENTSO-E platform for more than 5 years. We apply the Multifractal Detrended Fluctuation Analysis for the demonstration of the…

Statistical Finance · Quantitative Finance 2017-06-05 Hynek Lavicka , Jiri Kracik

The liberalization of electricity markets and the development of renewable energy sources has led to new challenges for decision makers. These challenges are accompanied by an increasing uncertainty about future electricity price movements.…

Applications · Statistics 2018-09-12 Florian Ziel , Rick Steinert

The design of the future European energy system depends heavily on how Europe balances its domestic hydrogen production against its reliance on imports. This study reveals that neither-extreme full self-sufficiency nor complete reliance on…

Physics and Society · Physics 2025-10-07 Philipp Dunkel , Theresa Klütz , Jochen Linßen , Detlef Stolten

Energy policy in Europe has been driven by the three goals of security of supply, economic competitiveness and environmental sustainability, referred to as the energy trilemma. Although there are clear conflicts within the trilemma, member…

Econometrics · Economics 2018-02-22 Anthony D Stephens , David R Walwyn