Speculative trading of electricity contracts in interconnected locations

We derive an investor's optimal trading strategy of electricity contracts traded in two locations joined by an interconnector. The investor employs a price model which includes the impact of her own trades. The investor's trades have a permanent impact on prices because her trading activit...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy: Cartea, A, Jaimungal, S, Qin, Z
Format: Journal article
Język:English
Wydane: Elsevier 2018