Search Results for author: Laura Tinsi

Found 3 papers, 0 papers with code

Decision making with dynamic probabilistic forecasts

no code implementations30 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.

Decision Making energy trading +1

Price formation and optimal trading in intraday electricity markets with a major player

no code implementations15 Nov 2020 Olivier Féron, Peter Tankov, Laura Tinsi

We study price formation in intraday electricity markets in the presence of intermittent renewable generation.

Price formation and optimal trading in intraday electricity markets

no code implementations10 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.

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