Liquidity costs on intraday power markets: Continuous trading versus auctions
Thomas Kuppelwieser, David Wozabal
Topics & Concepts
Market liquidityCommon value auctionMarket impactLiquidity riskBusinessEconomicsEconometricsMarket microstructureFinancial economicsMonetary economicsOrder (exchange)MicroeconomicsFinanceElectric Power System OptimizationEnergy Load and Power ForecastingPower System Reliability and Maintenance