Title: Intensity estimation of transaction arrivals on the intraday electricity market,
Abstract: In the following paper we present a simple intensity estimation method of
transaction arrivals on the intraday electricity market. Assuming the
interarrival times distribution, we utilize a maximum likelihood estimation.
The method's performance is briefly tested using German Intraday Continuous
data. Despite the simplicity of the method, the results are encouraging. The
supplementary materials containing the R-codes and the data are attached to
this paper.