Optimal Cross-Border Electricity Trading
Author:
Funder
Università degli Studi di Padova
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Reference31 articles.
1. Optimal execution strategies in limit order books with general shape functions
2. A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
3. A critical empirical study of three electricity spot price models
4. A semiparametric factor model for electricity forward curve dynamics
5. Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
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1. Renewable energy proliferation for sustainable development: Role of cross-border electricity trade;Renewable Energy;2022-12
2. Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals;Applied Mathematical Finance;2022-11-02
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