Efficiency impact of convergence bidding in the california electricity market
Year of publication: |
December 2015
|
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Authors: | Li, Ruoyang ; Svoboda, Alva J. ; Oren, Shmuel S. |
Published in: |
Journal of regulatory economics. - Norwell, Mass. [u.a.] : Springer, ISSN 0922-680X, ZDB-ID 1027173-9. - Vol. 48.2015, 3, p. 245-284
|
Subject: | Convergence bidding | Market efficiency | Trading strategy | Value-at-risk | Conditional value-at-risk | Hidden Markov model | Risikomaß | Risk measure | Effizienzmarkthypothese | Efficient market hypothesis | Auktionstheorie | Auction theory | Elektrizitätswirtschaft | Electric power industry | Markov-Kette | Markov chain | Schätzung | Estimation |
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