Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs
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Citations
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Cited by:
- Michał Narajewski, 2022. "Probabilistic Forecasting of German Electricity Imbalance Prices," Energies, MDPI, vol. 15(14), pages 1-17, July.
- Ghelasi, Paul & Ziel, Florian, 2024. "Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions," International Journal of Forecasting, Elsevier, vol. 40(2), pages 581-596.
- Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023.
"Distributional neural networks for electricity price forecasting,"
Energy Economics, Elsevier, vol. 125(C).
- Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
- Christopher Jahns, 2024. "Investigating Inefficiencies in the German Rental Housing Market: The Impact of Disclosing Total Costs on Energy Efficiency Appreciation," EWL Working Papers 2406, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Aug 2024.
- Antonio C. C. Perrelli & Eduardo A. Sodré & André V. R. N. Silva & Caarem D. S. Studzinski & VinÃcius F. Silva & Dalton F. G. Filho & Armando T. Neto & Alex A. B. Santos, 2024. "Optimizing Price Markup: The Impact of Power Purchase Agreements and Energy Production Uncertainty on the Economic Performance of Onshore and Offshore Wind Farms," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 211-219, September.
- Bartosz Uniejewski, 2024. "Regularization for electricity price forecasting," Papers 2404.03968, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ENE-2021-05-03 (Energy Economics)
- NEP-MST-2021-05-03 (Market Microstructure)
- NEP-REG-2021-05-03 (Regulation)
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