User profiles for Florentina Paraschiv
Florentina ParaschivZeppelin 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 …
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 …
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, …
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
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 …
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 …
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
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 …
forecasted prices are consistent with currently observed forward prices. Additionally, the …
[HTML][HTML] Intraday electricity pricing of night contracts
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 …
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 …
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 …
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
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 …
market. The main focus of this work is to analyze the impact of renewable energies, wind and …