Speculative trading of electricity contracts in interconnected locations

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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Cartea, A, Jaimungal, S, Qin, Z
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	Elsevier 2018

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