Universitaetsstrasse 12
Essen, 45141
Germany
http://www.lef.wiwi.uni-due.de/en/team/marcel-kremer/
University of Duisburg-Essen
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Intraday electricity market; Econometric modeling; 15-minute contracts; Renewable power forecasts; Merit order curve; Threshold regression
Volatility, Liquidity, Electricity futures, High-frequency prices, Stochastic modeling, Monte Carlo simulation, Time-weighted realized variance
Symbolic performance; Currency clustering; Currency dynamics; Central bank intervention
Intraday electricity market, Econometric modeling, Night contracts, 15-minute contracts, Fundamentals, Renewable power forecasts
Copulas, Financial time series, Nonstationarity, Asymmetry, Multivariate mixture, K-copula
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copulas, financial time series, nonstationarity, asymmetry, multivariate mixture, K-copula
Copulas, Market states, Nonstationarity, Asymmetry, Multivariate mixture, K-copula