HIGHLIGHTS
- who: Nikolaus Graf von Luckner and Rüdiger Kiesel from the bestoraged GmbH, Fritz-Bock-Straße, Oldenburg, Germany Chair for Energy Trading and Finance, University of Duisburg-Essen, Universitätsstraße , have published the Article: Modeling Market Order Arrivals on the German Intraday Electricity Market with the Hawkes Process, in the Journal: (JOURNAL)
- what: The authors provide empirical analyses that are aimed at informing on the time dependence of the baseline intensity and the prevalence of clustering. Given some point in time and some duration which is less than or equal to the duration . . .
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