摘要翻译：
本文研究了风能和太阳能发电量预测误差对日内电价的影响。我们开发了一个新的计量经济学模型，它是基于前一天批发拍卖曲线数据和风能和太阳能功率预测的误差。该模型移动前一天的供应曲线来计算日内价格。我们将我们的模型应用于德国EPEX现货硒数据。我们的模型优于线性和非线性基准测试。我们的研究允许我们得出结论，可再生能源预测的误差对日内价格产生非线性影响。我们证明了额外的风能和太阳能发电容量在日内引起价格波动的非线性变化。最后，我们评论了我们的研究结果的经济和政策含义。
---
英文标题：
《The Impact of Renewable Energy Forecasts on Intraday Electricity Prices》
---
作者：
Sergei Kulakov and Florian Ziel
---
最新提交年份：
2019
---
分类信息：

一级分类：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
--
一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
--

---
英文摘要：
  In this paper we study the impact of errors in wind and solar power forecasts on intraday electricity prices. We develop a novel econometric model which is based on day-ahead wholesale auction curves data and errors in wind and solar power forecasts. The model shifts day-ahead supply curves to calculate intraday prices. We apply our model to the German EPEX SPOT SE data. Our model outperforms both linear and non-linear benchmarks. Our study allows us to conclude that errors in renewable energy forecasts exert a non-linear impact on intraday prices. We demonstrate that additional wind and solar power capacities induce non-linear changes in the intraday price volatility. Finally, we comment on economical and policy implications of our findings.
---
PDF链接：
https://arxiv.org/pdf/1903.09641