Optimal intraday power trading with a Gaussian additive process
Enrico Edoli, Marco Gallana and Tiziano Vargiolu
| Year of publication: |
2017
|
|---|---|
| Authors: | Edoli, Enrico ; Gallana, Marco ; Vargiolu, Tiziano |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 10.2017, 4, p. 23-42
|
| Subject: | intraday (ID) electricity market | utility maximization | Hamilton-Jacobi-Bellman (HJB) equation | unevenly spaced observations | maximum likelihood (ML) estimation | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2017.168 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011999469