Optimal trading policies for wind energy producer
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DOI: 10.1137/16M1093069
Note: View the original document on HAL open archive server: https://hal.science/hal-01348828v1
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References listed on IDEAS
- Arthur Henriot, 2014. "Market Design with Centralized Wind Power Management: Handling Low-predictability in Intraday Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- René Aïd & P. Gruet & H. Pham, 2016. "An optimal trading problem in intraday electricity markets," Post-Print hal-01609481, HAL.
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Keywords
wind energy; forecasts; optimal trading policies; stochastic control;All these keywords.
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