Modeling the intraday electricity demand in Germany

DOI10.1007/978-3-030-62732-4_1zbMath1471.91248OpenAlexW3126205775MaRDI QIDQ1979678

Ralf Korn, Sema Coskun

Publication date: 3 September 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-62732-4_1

zbMATH Keywords

stochastic differential equationselectricity demandJacobi processintraday market

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Consumer behavior, demand theory (91B42)

Related Items (4)

Efficient simulation of coupled gas and power networks under uncertain demands ⋮ Dirichlet form analysis of the Jacobi process ⋮ Optimal portfolios with sustainable assets: aspects for life insurers ⋮ Control strategies for transport networks under demand uncertainty

Cites Work

• An optimal trading problem in intraday electricity markets
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• An interest rate model with upper and lower bounds
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• A DIFFUSION MODEL FOR ELECTRICITY PRICES
• A Jump‐diffusion Model for Exchange Rates in a Target Zone
• Polynomial Processes for Power Prices
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
• Constraint Ornstein-Uhlenbeck bridges
• DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE

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