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Price formation and optimal trading in intraday electricity markets
Féron, Olivier; Tankov, Peter; Tinsi, Laura - In: Mathematics and financial economics 16 (2022) 2, pp. 205-237
Persistent link: https://www.econbiz.de/10013167785
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Optimal management of a wind power plant with storage capacity
Collet, Jérôme; Féron, Olivier; Tankov, Peter - 2017
Persistent link: https://www.econbiz.de/10012200348
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Joint econometric modeling of spot electricity prices, forwards and options
Monfort, Alain; Féron, Olivier - In: Review of derivatives research 15 (2012) 3, pp. 217-256
Persistent link: https://www.econbiz.de/10009709687
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A survey of electricity spot and futures price models for risk management applications
Deschatre, Thomas; Féron, Olivier; Gruet, Pierre - In: Energy economics 102 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013162211
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Structural price model for coupled electricity markets
Alasseur, C.; Féron, O. - In: Energy economics 75 (2018), pp. 104-119
Persistent link: https://www.econbiz.de/10011973876