Statistical arbitrage and information flow in an electricity balancing market
Year of publication: |
2021
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Authors: | Bunn, Derek W. ; Kermer, Stefan O. E. |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 42.2021, 5, p. 19-40
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Subject: | Electricity | Real-time Markets | Trading | Forecasting | Statistical Arbitrage | Arbitrage | Elektrizitätswirtschaft | Electric power industry | Prognoseverfahren | Forecasting model | Elektrizität | Theorie | Theory | Statistische Methode | Statistical method |
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