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Publications - Paper

Statistical Analysis of Two Different Intraday Market Designs: the German and Iberic Intraday Market

Publications - Paper

Statistical Analysis of Two Different Intraday Market Designs: the German and Iberic Intraday Market

The aim is to understand what might be the best structure for a future European market design. The results show that a high number of auctions means better price signals for the continuous market, while the continuous market is important for placing orders close to the delivery time and allows to react quickly to external events.

Markets have various advantages and disadvantages that can help understand what is the best intraday market structure in the future European landscape. Various statistical analyses were conducted to study the behavior of the operators involved and the efficiency of the markets.

 

The results show that a high number of auctions means better price signals for the continuous market, while the latter is important for placing orders close to the delivery time and allows to react quickly to external events.

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