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...
| Hoofdauteurs: | , , |
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| Formaat: | Journal article |
| Taal: | English |
| Gepubliceerd in: |
Elsevier
2018
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