User profiles for Florentina Paraschiv

Florentina Paraschiv

Zeppelin University
Verified email at zu.de
Cited by 1502

The impact of renewable energies on EEX day-ahead electricity prices

F Paraschiv, D Erni, R Pietsch - Energy Policy, 2014 - Elsevier
In this paper, we analyze the impact of renewable energies, wind and photovoltaic, on the
formation of day-ahead electricity prices at EEX. We give an overview of the policy decisions …

Econometric analysis of 15-minute intraday electricity prices

R Kiesel, F Paraschiv - Energy Economics, 2017 - Elsevier
The trading activity in the German intraday electricity market has increased significantly over
the last years. This is partially due to an increasing share of renewable energy, wind and …

[HTML][HTML] Pathways to overcoming natural gas dependency on Russia—the German case

C Halser, F Paraschiv - Energies, 2022 - mdpi.com
The war in Ukraine has sensitized German policy makers towards the negative economic
impact of a curtailment of natural gas flows from Russia. Given its large import dependency, …

Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks

D Keles, J Scelle, F Paraschiv, W Fichtner - Applied energy, 2016 - Elsevier
Day-ahead electricity prices are generally used as reference prices for decisions done in
energy trading, eg purchase and sale strategies are typically based on the day-ahead spot …

Prediction of extreme price occurrences in the German day-ahead electricity market

LI Hagfors, HH Kamperud, F Paraschiv… - Quantitative …, 2016 - Taylor & Francis
Understanding the mechanisms that drive extreme negative and positive prices in day-ahead
electricity prices is crucial for managing risk and market design. In this paper, we consider …

A spot-forward model for electricity prices with regime shifts

F Paraschiv, SE Fleten, M Schürle - Energy Economics, 2015 - Elsevier
We propose a novel regime-switching approach for electricity prices in which simulated and
forecasted prices are consistent with currently observed forward prices. Additionally, the …

[HTML][HTML] Intraday electricity pricing of night contracts

M Kremer, R Kiesel, F Paraschiv - Energies, 2020 - mdpi.com
This paper investigates the intraday electricity pricing of 15-min. contracts in night hours. We
tailor a recently introduced econometric model with fundamental impacts, which is …

Modelling the evolution of wind and solar power infeed forecasts

W Li, F Paraschiv - Journal of Commodity Markets, 2022 - Elsevier
With the increasing integration of wind and photovoltaic power in the whole European power
system, there is a longing for detecting how to trade energy in the ever-changing intraday …

Bankruptcy prediction of privately held SMEs using feature selection methods

F Paraschiv, M Schmid… - Available at SSRN …, 2023 - papers.ssrn.com
We test alternative feature selection methods for bankruptcy prediction and illustrate their
superiority versus popular models used in the literature. We apply these methods to a …

[HTML][HTML] Using quantile regression to analyze the effect of renewables on EEX price formation

LI Hagfors, F Paraschiv, P Molnar… - Renewable Energy and …, 2016 - rees-journal.org
This paper develops fundamental quantile regression models for the German electricity
market. The main focus of this work is to analyze the impact of renewable energies, wind and …