An optimal trading problem in intraday electricity markets
Year of publication: |
Januar 2016
|
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Authors: | Aïd, René ; Gruet, Pierre ; Pham, Huyen |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 10.2016, 1, p. 49-85
|
Subject: | Optimal trading | Intraday electricity markets | Renewable energy | Linear-quadratic control problem | Jumps | Delay | Elektrizitätswirtschaft | Electric power industry | Erneuerbare Energie | Energiemarkt | Energy market | Theorie | Theory | Volatilität | Volatility |
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