Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication

DOI10.1093/IMAMAN/15.4.291zbMath1121.91353OpenAlexW1984039782MaRDI QIDQ4663098

Petter Skantze, Andrej Gubina, Marija D. Ilić

Publication date: 30 March 2005

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/15.4.291

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Auctions, bargaining, bidding and selling, and other market models (91B26)

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