Price formation and optimal trading in intraday electricity markets

Author:

Féron Olivier,Tankov PeterORCID,Tinsi Laura

Funder

Agence Nationale de la Recherche

FIME Research Initiative

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Energy transition under scenario uncertainty: a mean-field game of stopping with common noise;Mathematics and Financial Economics;2024-01-24

2. Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations;ESAIM: Control, Optimisation and Calculus of Variations;2023

3. Power Market Operation Strategy System Based on Artificial Intelligence Technology under the Background of Power Reform;2022 International Conference on Knowledge Engineering and Communication Systems (ICKES);2022-12-28

4. Stochastic optimization with dynamic probabilistic forecasts;Annals of Operations Research;2022-08-16

5. Equilibrium price in intraday electricity markets;Mathematical Finance;2021-11-11

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