1. Belmans, R., Deuse, J., Meeus, L., Purchala, K., Stubbe, M., and Vandezande, L. (2009). Study on interaction and dependencies of balancing markets, intraday trade and automatically activated reserves. Tech. rep., Tractebel Engineering and Katholieke Universiteit Leuven (KUL).
2. Equilibrium pricing and optimal hedging in electricity forward markets;Bessembinder;J. Finance,2002
3. BMU (2009). Entwicklung der erneuerbaren Energien in Deutschland im Jahr 2008. Tech. rep., Bundesministerium für Umwelt, Naturschutz und Reaktorsicherheit- Arbeitsgruppe Erneuerbare Energien - Statistik (AGEE - Stat).
4. On the effectiveness of the anti-gaming policy between the day-ahead and real-time electricity markets in The Netherlands;Boogert;Energy Econ.,2005
5. de Jong, C., Huisman, R. (2002). Option formulas for mean-reverting power prices with spikes. Tech. rep., Energy Global and Erasmus University.