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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Precise Fixed Quantity Injection System for Dyestuff

JAPAN TAPPI JOURNAL ◽

10.2524/jtappij.60.1319 ◽

2006 ◽

Vol 60 (9) ◽

pp. 1319-1323

Author(s):

Keiichirou Oono

Keyword(s):

Injection System ◽

Fixed Quantity

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An analysis of intraday market response to crude oil inventory shocks

The Journal of Energy Markets ◽

10.21314/jem.2018.174 ◽

2018 ◽

Vol 11 (2) ◽

pp. 1-35

Author(s):

Helyette Geman ◽

Ziyuan Li

Keyword(s):

Crude Oil ◽

Market Response ◽

Intraday Market

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The Impact of Algorithmic Traders on Intraday Market Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.2389922 ◽

2014 ◽

Author(s):

James Upson ◽

Robert A. Van Ness

Keyword(s):

Market Liquidity ◽

The Impact ◽

Intraday Market

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Optimal Trading and Shipping of Agricultural Commodities

SSRN Electronic Journal ◽

10.2139/ssrn.2535463 ◽

2014 ◽

Author(s):

Nicolas Merener ◽

Ramiro Alberto Moyano ◽

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 ◽

2014 ◽

Cited By ~ 1

Author(s):

James Brugler

Keyword(s):

Market Quality ◽

Intraday Market

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Into the Light: Dark Pool Trading and Intraday Market Quality on the Primary Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.2660119 ◽

2015 ◽

Cited By ~ 6

Author(s):

James A Brugler

Keyword(s):

Market Quality ◽

Dark Pool ◽

Intraday Market

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Optimal Trading by a 'Large Shareholder'

SSRN Electronic Journal ◽

10.2139/ssrn.276295 ◽

2001 ◽

Cited By ~ 10

Author(s):

Peter M. DeMarzo ◽

Branko Urosevic

Keyword(s):

Optimal Trading ◽

Large Shareholder

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Interim Optimal Trading for an Informed Seller

SSRN Electronic Journal ◽

10.2139/ssrn.2828185 ◽

2017 ◽

Author(s):

Anastasios Dosis

Keyword(s):

Optimal Trading

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Volatility and Dispersion of Hourly Electricity Contracts on the Epex Spot Continuous Intraday Market

SSRN Electronic Journal ◽

10.2139/ssrn.3480527 ◽

2019 ◽

Author(s):

Rainer Baule ◽

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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