Intraday Markets for Power: Discretizing the Continuous Trading?

Karsten Neuhoff (), Nolan Ritter, Aymen SalahAbou-El-Enien and Philippe Vassilopoulos
Additional contact information
Nolan Ritter: German Institute for Economic Research (DIW Berlin), Department of Climate Policy, Berlin
Aymen SalahAbou-El-Enien: EPEX Spot SE, Product Design, Paris
Philippe Vassilopoulos: EPEX Spot SE, Product Design, Paris

No EPRG 1609, Working Papers from Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge

Keywords: auctions; electricity; empirical analysis; market design (search for similar items in EconPapers)
JEL-codes: C5 C57 C93 D44 D47 L50 (search for similar items in EconPapers)
Date: 2016-03
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Citations: View citations in EconPapers (29)

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Working Paper: Intraday Markets for Power: Discretizing the Continuous Trading (2016)
Working Paper: Intraday Markets for Power: Discretizing the Continuous Trading? (2016)
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