Essays about: "Martin Patek"

Found 1 essay containing the words Martin Patek.

  1. 1. Impact of Swiss intraday electricity market introduction on day-ahead prices and traded volume

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Martin Patek; Victor Lisnic; [2017]
    Keywords : Electricity prices; Intraday market; Realized variance; Jumps; GARCH;

    Abstract : The introduction of the electricity intraday market in Switzerland on June 26, 2013 provides an opportunity to evaluate the market performance outcomes if an intraday market is added to a day-ahead market. We hypothesize that the introduction of an intraday market in Switzerland has resulted in a decrease in price volatility, volume volatility and traded volume on the day-ahead market. READ MORE