Optimal Daily Trading of Battery Operations Using Arbitrage Spreads
An important revenue stream for electric battery operators is often arbitraging the hourly price spreads in the day-ahead auction. The optimal approach to this is challenging if risk is a consideration as this requires the estimation of density functions. Since the hourly prices are not normal and n...
| Váldodahkkit: | , |
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| Materiálatiipa: | Artihkal |
| Giella: | English |
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MDPI AG
2021-08-01
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| Ráidu: | Energies |
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| Liŋkkat: | https://www.mdpi.com/1996-1073/14/16/4931 |