المؤلفون: Birkeland, Dane, AlSkaif, Tarek, Duivenvoorden, Steven, Meeng, Marvin, Pennings, Joost M.E.

المصدر: Birkeland , D , AlSkaif , T , Duivenvoorden , S , Meeng , M & Pennings , J M E 2024 , ' Quantifying and modeling price volatility in the Dutch intraday electricity market ' , Energy Reports , vol. 12 , pp. 3830-3842 . https://doi.org/10.1016/j.egyr.2024.09.031

مصطلحات موضوعية: Intraday electricity markets, Market fundamentals, Multivariate linear regression, Price realized volatility, Price volatility

الاتاحة: https://cris.maastrichtuniversity.nl/en/publications/3e4f4801-7ff6-4299-b39d-594b603b0d2a
https://doi.org/10.1016/j.egyr.2024.09.031

المؤلفون: Birkeland, Dane, AlSkaif, Tarek

المصدر: Sustainable Energy, Grids and Networks 38 (2024) ; ISSN: 2352-4677

مصطلحات موضوعية: Intraday electricity markets, Market abuse, Market bidding, Price forecasting, Systematic literature review

وصف الملف: application/pdf

Relation: https://edepot.wur.nl/658602

الاتاحة: https://research.wur.nl/en/publications/research-areas-and-methods-of-interest-in-european-intraday-elect
https://doi.org/10.1016/j.segan.2024.101368

المؤلفون: Graf, Christoph, Kuppelwieser, Thomas, Wozabal, David

المصدر: Graf , C , Kuppelwieser , T & Wozabal , D 2024 , ' Frequent Auctions for Intraday Electricity Markets ' , Energy Journal , vol. 45 , no. 1 , pp. 231-256 . https://doi.org/10.5547/01956574.45.1.cgra

مصطلحات موضوعية: Continuous trading, Electricity markets, Frequent auctions, Intraday electricity markets, Market design

الاتاحة: https://research.vu.nl/en/publications/26b8ccca-3709-45a3-ba04-970e0f791c71
https://doi.org/10.5547/01956574.45.1.cgra
https://hdl.handle.net/1871.1/26b8ccca-3709-45a3-ba04-970e0f791c71
http://www.scopus.com/inward/record.url?scp=85194434106&partnerID=8YFLogxK
http://www.scopus.com/inward/citedby.url?scp=85194434106&partnerID=8YFLogxK

المؤلفون: Aïd, René, Cosso, Andrea, Pham, Huyên

المساهمون: 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), Laboratoire d'Economie de Dauphine (LEDa), Institut de Recherche pour le Développement (IRD)-Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)

المصدر: Mathematical Finance ; https://hal.science/hal-03529221 ; Mathematical Finance, 2021, 32 (2), pp.517-554. ⟨10.1111/mafi.12340⟩

مصطلحات موضوعية: coupled forward–backward SDE with jumps, equilibrium model, intraday electricity markets, martingale optimality principle, Samuelson’s effect, D.D5.D51, JEL: D - Microeconomics/D.D5 - General Equilibrium and Disequilibrium/D.D5.D51 - Exchange and Production Economies, JEL: D - Microeconomics/D.D5 - General Equilibrium and Disequilibrium/D.D5.D58 - Computable and Other Applied General Equilibrium Models, JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q4 - Energy/Q.Q4.Q43 - Energy and the Macroeconomy, [QFIN]Quantitative Finance [q-fin]

Relation: hal-03529221; https://hal.science/hal-03529221; https://hal.science/hal-03529221/document; https://hal.science/hal-03529221/file/Mathematical%20Finance%20-%202021%20-%20Aid%20-%20Equilibrium%20price%20in%20intraday%20electricity%20markets.pdf

الاتاحة: https://hal.science/hal-03529221
https://hal.science/hal-03529221/document
https://hal.science/hal-03529221/file/Mathematical%20Finance%20-%202021%20-%20Aid%20-%20Equilibrium%20price%20in%20intraday%20electricity%20markets.pdf
https://doi.org/10.1111/mafi.12340

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

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76089a9a083d614c7b495195fe07429f
https://doi.org/10.1007/s11579-015-0150-8

المؤلفون: Aïd, René, Gruet, Pierre, Pham, Huyên

مصطلحات موضوعية: Optimal trading, power plant, intraday electricity markets, renewable energy,market impact, linear-quadratic control problem, jumps, delay, 333.79, Q.Q4.Q40, Q.Q0.Q02, G.G1.G11, Economie de l'énergie

Relation: Mathematics and Financial Economics; 10; 2016; 49-85; Springer; non; oui; https://basepub.dauphine.fr/handle/123456789/16610

الاتاحة: https://basepub.dauphine.fr/handle/123456789/16610

المؤلفون: Aïd, René, Cosso, Andrea, Pham, Huyên

المساهمون: Aïd, René, Cosso, Andrea, Pham, Huyên

مصطلحات موضوعية: Equilibrium model, intraday electricity markets, Samuelson's effect, martingale optimality principle, coupled forward-backward SDE with jumps

وصف الملف: STAMPA

Relation: volume:-; firstpage:-; lastpage:-; numberofpages:-; journal:MATHEMATICAL FINANCE; http://hdl.handle.net/11585/835800

الاتاحة: http://hdl.handle.net/11585/835800