Simulating and analyzing a sparse order book: an application to intraday electricity markets
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Cited by:
- Enzo Cogn'eville & Thomas Deschatre & Xavier Warin, 2024. "Battery valuation on electricity intraday markets with liquidity costs," Papers 2412.15959, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ENE-2024-11-11 (Energy Economics)
- NEP-MST-2024-11-11 (Market Microstructure)
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