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Optimal Trading of a Fixed Quantity of Power in an Illiquid Continuous Intraday Market
2021 IEEE Madrid PowerTech
◽
10.1109/powertech46648.2021.9494885
◽
2021
◽
Author(s):
Gilles Bertrand
◽
Anthony Papavasiliou
Keyword(s):
Optimal Trading
◽
Fixed Quantity
◽
Intraday Market
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JAPAN TAPPI JOURNAL
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10.2524/jtappij.60.1319
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Vol 60
(9)
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pp. 1319-1323
Author(s):
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Keyword(s):
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An analysis of intraday market response to crude oil inventory shocks
The Journal of Energy Markets
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Author(s):
Helyette Geman
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Ziyuan Li
Keyword(s):
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◽
Market Response
◽
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The Impact of Algorithmic Traders on Intraday Market Liquidity
SSRN Electronic Journal
◽
10.2139/ssrn.2389922
◽
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◽
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Keyword(s):
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Optimal Trading and Shipping of Agricultural Commodities
SSRN Electronic Journal
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10.2139/ssrn.2535463
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Author(s):
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◽
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◽
Nicolas E. Stier-Moses
◽
Pablo Watfi
Keyword(s):
Agricultural Commodities
◽
Optimal Trading
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Dark Trading and Intraday Market Quality
SSRN Electronic Journal
◽
10.2139/ssrn.2554621
◽
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Into the Light: Dark Pool Trading and Intraday Market Quality on the Primary Exchange
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◽
10.2139/ssrn.2660119
◽
2015
◽
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Optimal Trading by a 'Large Shareholder'
SSRN Electronic Journal
◽
10.2139/ssrn.276295
◽
2001
◽
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Author(s):
Peter M. DeMarzo
◽
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Keyword(s):
Optimal Trading
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Interim Optimal Trading for an Informed Seller
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10.2139/ssrn.2828185
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Volatility and Dispersion of Hourly Electricity Contracts on the Epex Spot Continuous Intraday Market
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10.2139/ssrn.3480527
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2019
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Author(s):
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◽
Michael Naumann
Keyword(s):
Intraday Market
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Optimal Trading Strategy of Coordinating Electricity Purchase in Monthly Electricity Market and Day-ahead Market Based on CVaR
2020 IEEE 4th Conference on Energy Internet and Energy System Integration (EI2)
◽
10.1109/ei250167.2020.9346656
◽
2020
◽
Author(s):
Yingchun Feng
◽
Tianyu Li
◽
Ciwei Gao
◽
Tao Chen
◽
Xuesong Li
◽
...
Keyword(s):
Electricity Market
◽
Trading Strategy
◽
Optimal Trading
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