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Asymmetric information in the German intraday electricity market

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  • Valitov, Niyaz
  • Maier, Andreas

Abstract

This paper investigates how private and public information about unplanned power plant outages impact intraday electricity prices in Germany. It uses data from the EPEX day-ahead and continuous intraday markets as well as market messages concerning unscheduled power plant non-usabilities from the European Energy Exchange (EEX) transparency platform. The results of an econometric analysis suggest that private and public information about unplanned power plant outages have a significant positive effect on the intraday price.

Suggested Citation

  • Valitov, Niyaz & Maier, Andreas, 2020. "Asymmetric information in the German intraday electricity market," Energy Economics, Elsevier, vol. 89(C).
    • Handle: RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301250
    DOI: 10.1016/j.eneco.2020.104785
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    References listed on IDEAS

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    Cited by:

    1. Jan Niklas Buescher & Daria Gottwald & Florian Momm & Alexander Zureck, 2022. "Impact of the COVID-19 Pandemic Crisis on the Efficiency of European Intraday Electricity Markets," Energies, MDPI, vol. 15(10), pages 1-21, May.

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