An optimal trading problem in intraday electricity markets

Published 2015 View Full Article

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Title
An optimal trading problem in intraday electricity markets
Authors
Keywords
Optimal trading, Intraday electricity markets, Renewable energy, Linear-quadratic control problem, Jumps, Delay, G11, Q02, Q40, 35Q93, 49J20, 60H30, 91G80
Journal
Mathematics and Financial Economics
Volume 10, Issue 1, Pages 49-85
Publisher
Springer Nature
Online
2015-07-03
DOI
10.1007/s11579-015-0150-8
References
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