Universitaetsstrasse 12
Essen, 45141
Germany
http://www.lef.wiwi.uni-due.de/en/team/marcel-kremer/
University of Duisburg-Essen
Intraday electricity market; Fundamental modeling; 15-minute contracts; Renewable power forecasts; Merit order curve; Threshold regression
Symbolic performance; Currency clustering; Currency dynamics; Central bank intervention
Volatility, Liquidity, Electricity Futures, High-Frequency Prices, Stochastic Modeling, Monte Carlo Simulation, Time-Weighted Realized Variance
Copulas, Financial time series, Nonstationarity, Asymmetry, Multivariate mixture, K-copula
Copulas, Market states, Nonstationarity, Asymmetry, Multivariate mixture, K-copula
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copulas, financial time series, nonstationarity, asymmetry, multivariate mixture, K-copula
