Dr. Michael Naumann
Profile
| Since 2017 | Research assistant at Faculty of Economic Sciences, Chair of Banking and Finance, at University of Hagen, Germany |
| Since 2014 | Studies in Mathematics at University of Göttingen, Germany |
| 2015 - 2017 | Studies in Business Administration and Economics at University of Hagen, Germany, Master of Science |
| 2012 - 2015 | Studies in Economics at University of Hagen, Germany, Bachelor of Science |
| 2011 | A-levels |
Research Focus
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Volatilities and trading strategies on the German continuous intraday market for electricity
In recent years, trading volumes on the EPEX SPOT continuous intraday market for electricity have risen sharply. The main reason for this can be attributed to the energy transition, as the increasing power generation from renewable energy sources requires a shorter-term market balancing. The project focused on the hourly contracts of the intraday market. There were two different areas of focus.
The first focus was on the price fluctuations of these contracts. Analyses included appropriate measures, levels, ex-post explanations, and possible forecasts of price fluctuations. The second focus was on enabling more flexible demand in line with the energy transition, with hourly fluctuating electricity prices also enabling price optimizations. In this context, the focus was particularly on the analysis of trading strategies on the continuous intraday market.
Conference Participations
- Design of flexible short-term energy contracts - An analysis of trading strategies on the continuous intraday market
OR 2021 International Conference on Operations Research
Online, 31.08.2021. - Design of flexible short-term energy contracts - An analysis of trading strategies on the continuous intraday market
31st European Conference on Operational Research
Online, 12.07.2021. - Volatility and dispersion of hourly electricity contracts on the continuous intraday market
26th Annual Meeting of the German Finance Association (DGF)
Essen, 28.09.2019. - Volatility of hourly electricity contracts on the continuous intraday market
6th European Conference on Data Analysis (ECDA)
Bayreuth, 18.03.2019. - Volatility of hourly electricity contracts on the continuous intraday market
Workshop der Financial Management and Financial Institutions Working Group der Gesellschaft für Operations Research (GOR AG FIFI)
Lemgo, 01.02.2019.
