Master Thesis: Forecasting Market Outcomes in the German Intraday Power Market

Amid increasing market shares of intermittent generation from wind and solar assets in the Germanpower market, intraday markets have seen rising trade volumes in recent years. Marketparticipants increasingly rely on intraday markets to balance their generation and consumptionprofiles. For instance, intraday markets allow generating companies to sell additional andunforeseen wind output only hours before delivery. Yet, despite the high relevance to marketplayers, the different underlying market fundamentals that are driving price patterns observedon the intraday market are underresearched. Research Question: What drives intraday market patterns? How can intraday prices and trade volumes be forecasted? And what are the best predictors that firms should rely on?