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المؤلفون: Huyên Pham, Pierre Gruet, René Aïd
المساهمون: Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS), EDF (EDF), Laboratoire de Finance des Marchés d'Energie (FiME Lab), Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-CREST-EDF R&D (EDF R&D), EDF (EDF)-EDF (EDF), Centre National de la Recherche Scientifique (CNRS)-Université Paris Diderot - Paris 7 (UPD7)-Université Pierre et Marie Curie - Paris 6 (UPMC), Centre de Recherche en Économie et Statistique (CREST), Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] (ENSAI)-École polytechnique (X)-École Nationale de la Statistique et de l'Administration Économique (ENSAE Paris)-Centre National de la Recherche Scientifique (CNRS)
المصدر: Mathematics and Financial Economics
Mathematics and Financial Economics, Springer Verlag, 2016, 10 (1), pp.49-85
Mathematics and Financial Economics, 2016, 10 (1), pp.49-85. ⟨10.1007/s11579-015-0150-8⟩
Mathematics and Financial Economics, 2016, 10
Mathematics and Financial Economics, Springer Verlag, 2016, 10 (1), pp.49-85. ⟨10.1007/s11579-015-0150-8⟩مصطلحات موضوعية: Q40, Statistics and Probability, Power station, 020209 energy, Context (language use), 02 engineering and technology, JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q4 - Energy/Q.Q4.Q40 - General, JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q0 - General/Q.Q0.Q02 - Commodity Markets, 7. Clean energy, Q02, FOS: Economics and business, Microeconomics, G11,Q02 [Q40,JEL Classification], market impact, JEL Classification: G11, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions, 0202 electrical engineering, electronic engineering, information engineering, Econometrics, Economics, Production (economics), ComputingMilieux_MISCELLANEOUS, intraday electricity markets, Quantitative Finance - Trading and Market Microstructure, [QFIN]Quantitative Finance [q-fin], business.industry, Mathematical finance, power plant, jumps, delay, Demand forecasting, renewable energy, Trading and Market Microstructure (q-fin.TR), Renewable energy, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Optimal trading, linear-quadratic control problem, Electricity, Statistics, Probability and Uncertainty, 35Q93, 49J20, 60H30, 91G80, business, Market impact, Finance