Efficiency impact of convergence bidding in the california electricity market
Ruoyang Li, Alva J. Svoboda, Shmuel S. Oren
| 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
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| 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 |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11149-015-9281-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011473893