Nikolaus Graf Von Luckner

Nikolaus Graf Von Luckner

Universität Duisburg Essen - Essen / Germany
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5317573
University of Duisburg-Essen
person_outline Nikolaus Graf Von Luckner's MOST POPULAR ARTICLES
1-) Intraday renewable electricity trading: advanced modeling and numerical optimal controlS Glas, R Kiesel, S Kolkmann, M Kremer, N Graf von Luckner, L Ostmeier, ...Journal of Mathematics in Industry 10 (1), 3, 202032*2020
2-) Modeling market order arrivals on the German intraday electricity market with the Hawkes processN Graf von Luckner, R KieselJournal of Risk and Financial Management 14 (4), 161, 202116*2021
3-) Optimal market maker pricing in the german intraday power marketN Graf von Luckner, Á Cartea, S Jaimungal, R KieselHouse of Energy Markets and Finance, Essen, Germany, 20178*2017
4-) Modeling the Serial Structure of the Hawkes Process Parameters for Market Order Arrivals on the German Intraday Power MarketA Blasberg, N Graf von Luckner, R Kiesel2019 16th International Conference on the European Energy Market (EEM), 1-6, 201952019
5-) Forecasting of the ID3 using limit order book dataR Grindel, N Graf von LucknerAvailable at SSRN 4017248, 202242022