Stochastic Multistage Bidding Optimisation in an Intraday Market with Limited Liquidity

2018 15th International Conference on the European Energy Market (EEM) ◽

10.1109/eem.2018.8469997 ◽

2018 ◽

Author(s):

Edda Engmark ◽

Hanne Sandven ◽

Stein-Erik Fleten ◽

Gro Klaeboe

Keyword(s):

Multistage Bidding ◽

Intraday Market

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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 ◽

Intraday Market

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Dark Trading and Intraday Market Quality

SSRN Electronic Journal ◽

10.2139/ssrn.2554621 ◽

2014 ◽

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 ◽

Author(s):

James A Brugler

Keyword(s):

Market Quality ◽

Dark Pool ◽

Intraday Market

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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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An Optimal Congestion Scheduling Model of Intraday Market for Promoting the Consumption of Renewable Energy Sources

2020 IEEE 4th Conference on Energy Internet and Energy System Integration (EI2) ◽

10.1109/ei250167.2020.9347344 ◽

2020 ◽

Author(s):

Yanling Wang ◽

Yunping Li ◽

Jingya Su

Keyword(s):

Renewable Energy ◽

Renewable Energy Sources ◽

Energy Sources ◽

Scheduling Model ◽

Intraday Market

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Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements

Applied Economics ◽

10.1080/00036846.2017.1355542 ◽

2017 ◽

Vol 50 (11) ◽

pp. 1188-1202 ◽

Author(s):

Kishore Joseph ◽

Philip Garcia

Keyword(s):

Futures Market ◽

Market Effects ◽

Intraday Market

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Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity

European Journal of Operational Research ◽

10.1016/j.ejor.2019.07.022 ◽

2020 ◽

Vol 280 (2) ◽

pp. 639-655 ◽

Author(s):

David Wozabal ◽

Gunther Rameseder

Keyword(s):

Power Plant ◽

Virtual Power ◽

Virtual Power Plant ◽

Optimal Bidding ◽

Intraday Market

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Reanalysing Price Asymmetries in the Nordic Intraday Market

2018 15th International Conference on the European Energy Market (EEM) ◽

10.1109/eem.2018.8469977 ◽

2018 ◽

Author(s):

Jonas K. Sekamane

Keyword(s):

Intraday Market

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Forecasting the intraday market price of money

Journal of Empirical Finance ◽

10.1016/j.jempfin.2014.08.006 ◽

2014 ◽

Vol 29 ◽

pp. 304-315 ◽

Author(s):

Andrea Monticini ◽

Francesco Ravazzolo

Keyword(s):

Market Price ◽

Intraday Market

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