Type of Publication: Working paper

Modeling Market Order Arrivals on the Intraday Market for Electricity Deliveries in Germany with the Hawkes Process

Author(s):
Graf von Luckner, N.; Kiesel, R.
Publisher:
Working paper
Publication Date:
2020
Link to complete version:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3526795
Citation:
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