Reporting on the Research Track on ‘Pricing and Optimization of Intraday/Day-Ahead Electricity and Futures Contracts’ Mathematics for Energy Systems Program Isaac Newton Institute

9 Pages Posted: 2 Oct 2019

See all articles by Florentina Paraschiv

Florentina Paraschiv

Zeppelin University, Chair of Finance; Norwegian University of Science and Technology, Faculty of Economics and Management, NTNU Business School; University of St. Gallen, Institute for Operations Research and Computational Finance

Date Written: June 15, 2019

Abstract

This paper summarizes the highlights and collaborations that emerged in the research track on "Pricing and optimization of intraday/day-ahead electricity and futures contracts" in the program "Mathematics for Energy Systems" at the Isaac Newton Institute, University of Cambridge, between January-June 2019.

Keywords: intraday price modeling, electricity forecasting, random field modeling

Suggested Citation

Paraschiv, Florentina, Reporting on the Research Track on ‘Pricing and Optimization of Intraday/Day-Ahead Electricity and Futures Contracts’ Mathematics for Energy Systems Program Isaac Newton Institute (June 15, 2019). Available at SSRN: https://ssrn.com/abstract=3458409 or http://dx.doi.org/10.2139/ssrn.3458409

Florentina Paraschiv (Contact Author)

Zeppelin University, Chair of Finance ( email )

Am Seemooser Horn 20
Friedrichshafen, 88045
Germany

Norwegian University of Science and Technology, Faculty of Economics and Management, NTNU Business School ( email )

Klæbuveien 72
Trondheim, NO-7030
Norway

University of St. Gallen, Institute for Operations Research and Computational Finance ( email )

Bodanstrasse 6
St. Gallen, 9000
Switzerland

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