A companion repository to the working paper : The European intraday electricity market : a modeling based on the Hawkes process, Benjamin Favetto (2019, submitted)
Available at https://hal-univ-tlse2.archives-ouvertes.fr/ENSAE/hal-02089289v1
BFavetto/HawkesElectricity
Codes for "The European intraday electricity market: a modeling based on the Hawkes process"
Jupyter NotebookGPL-3.0