ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group
natural gas valuation, limited liquidity
Optimization, Electricity, Liquidity, Electricity Trading, Mean‐Variance‐Model
Distribution forecasts, Electricity, Price forecasting, Panel data, Statistical tests
optimization; electricity; liquidity; electricity trading; mean; risk; model
Active Prosumer, Capacity Withholding, Self-Supply, Vertical Integration, Consumer Production, Market Participation Cost
Collusion, Cartelization, Fuel Retailing, Search, Competitive Intensity
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structural breaks, cluster analysis, filter, rolling regression, change points, model selection, cycles, economic dynamics
Electricity Price Forecasting, Futures Market, Hedging, Real Option, Stochastic Optimization, Valuation
Climate Protection, Security of Supply, Emission Trading, Allocation of Emission Permits, Electricity Markets, Power Plant Portfolio
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