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2021Machine Learning: Vol. 110, Issue 9A deep reinforcement learning framework for continuous intraday market biddingIoannis Boukas, Damien Ernst, Thibaut Théate, Adrien Bolland, Alexandre Huynen, Martin Buchwald, Christelle Wynants, Bertrand Cornélussehttp://dx.doi.org/10.1007/s10994-021-06020-8
2021Energy Economics: Vol. 96The effects of wind power on electricity markets: A case study of the Swedish intraday marketXiao Hu, Jūratė Jaraitė, Andrius Kažukauskashttp://dx.doi.org/10.1016/j.eneco.2021.105159
2020Energy Economics: Vol. 89An auction story: How simple bids struggle with uncertaintyJörn C. Richstein, Casimir Lorenz, Karsten Neuhoffhttp://dx.doi.org/10.1287/mnsc.2016.2639
2020Journal of Mathematics in Industry: Vol. 10, Issue 1Intraday renewable electricity trading: advanced modeling and numerical optimal controlSilke Glas, Rüdiger Kiesel, Sven Kolkmann, Marcel Kremer, Nikolaus Graf von Luckner, Lars Ostmeier, Karsten Urban, Christoph Weberhttp://dx.doi.org/10.1186/s13362-020-0071-x
2018SSRN Electronic Journal An Auction Story: How Simple Bids Struggle with UncertaintyJoern Constantin Richstein, Casimir Lorenz, Karsten Neuhoffhttp://dx.doi.org/10.2139/ssrn.3279359
2018Energy Economics: Vol. 76The impact of intraday markets on the market value of flexibility — Decomposing effects on profile and the imbalance costsChristian Papehttp://dx.doi.org/10.2139/ssrn.2556210
2018SIAM Journal on Financial Mathematics: Vol. 9, Issue 1Optimal Trading Policies for Wind Energy ProducerZongjun Tan, Peter Tankovhttp://dx.doi.org/10.1016/B978-0-12-823810-3.00005-4
2018Management Science: Vol. 64, Issue 2A Partitioning Algorithm for Markov Decision Processes with Applications to Market MicrostructureNingyuan Chen, Steven Kou, Chun Wanghttp://dx.doi.org/10.1016/j.eneco.2015.12.013
2017The Energy Journal: Vol. 38, Issue 2The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in DenmarkFatih Karanfil, Yuanjing Lihttp://dx.doi.org/10.5547/01956574.38.2.fkar
2017SSRN Electronic Journal The Res-Induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day- Ahead and Balancing Prices and Their Connected CostsAngelica Gianfreda, Lucia Parisio, Matteo M. Pelagattihttp://dx.doi.org/10.1109/PTC.2019.8810752
2016The Energy Journal: Vol. 37, Issue 01Power markets with Renewables: New perspectives for the European Target ModelKarsten Neuhoff, Sophia Wolter, Sebastian Schwenenhttp://dx.doi.org/10.1007/s11579-015-0150-8
2016SSRN Electronic JournalIntraday Markets for Power: Discretizing the Continuous Trading?Karsten Neuhoff, Nolan Ritter, Aymen Salah-Abou-El-Enien, Philippe Vassilopouloshttp://dx.doi.org/10.2139/ssrn.2723902
2016Mathematics and Financial Economics: Vol. 10, Issue 1An optimal trading problem in intraday electricity marketsRené Aïd, Pierre Gruet, Huyên Phamhttp://dx.doi.org/10.1016/j.eneco.2018.10.004
2016Energy Economics: Vol. 54Are fundamentals enough? Explaining price variations in the German day-ahead and intraday power marketChristian Pape, Simon Hagemann, Christoph Weberhttp://dx.doi.org/10.5547/01956574.37.2.kneu
2015Energy Systems: Vol. 6, Issue 3Balancing forecast errors in continuous-trade intraday marketsErnesto Garnier, Reinhard Madlenerhttp://dx.doi.org/10.2139/ssrn.2914364
2015SSRN Electronic JournalAnalysing the Sensitivity of Electricity System Operational Costs to Deviations in Supply and DemandJoan Batalla-Bejerano, Elisa Trujillo-Bautehttp://dx.doi.org/10.1007/s12667-015-0143-y
2014SSRN Electronic JournalDay-Ahead Versus Intraday Valuation of Demand-Side Flexibility for Photovoltaic and Wind Power SystemsErnesto Garnier, Reinhard Madlenerhttp://dx.doi.org/10.1137/16M1093069
2013SSRN Electronic JournalLimit Order Books with Stochastic Market DepthNingyuan Chen, Steven G. Kou, Chun Wanghttp://dx.doi.org/10.2139/ssrn.2360552

 

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