Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs
Michał Narajewski, Florian Ziel
Topics & Concepts
BiddingCommon value auctionElectricity marketArbitrageElectricityMicroeconomicsProfit (economics)EconomicsTransaction costEconometricsBusinessFinancial economicsEngineeringElectrical engineeringElectric Power System OptimizationSmart Grid Energy ManagementEnergy Load and Power Forecasting