no code implementations • 30 Jun 2021 • Peter Tankov, Laura Tinsi
We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable.
no code implementations • 15 Nov 2020 • Olivier Féron, Peter Tankov, Laura Tinsi
We study price formation in intraday electricity markets in the presence of intermittent renewable generation.
no code implementations • 10 Sep 2020 • Olivier Féron, Peter Tankov, Laura Tinsi
We develop a tractable equilibrium model for price formation in intraday electricity markets in the presence of intermittent renewable generation.