Optimal Cross-Border Electricity Trading

DOI10.1137/21M1398537zbMath1484.91314OpenAlexW4220796015MaRDI QIDQ5065091

Maria Flora, Álvaro Cartea, Georgi Slavov, Tiziano Vargiolu

Publication date: 18 March 2022

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1398537

zbMATH Keywords

stochastic optimal controlco-integrationelectricity networkcross-border price impactelectricity interconnector

Mathematics Subject Classification ID

Trade models (91B60) Optimal stochastic control (93E20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

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