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What Happens When it's Windy in Denmark? An Empirical Analysis of Wind Power on Price Variability in the Nordic Electricity Market
Mauritzen, Johannes, (2011)
Supply Function Equilibria of Pay-as-Bid Auctions
Holmberg, Pär, (2009)
Supply Function Equilibria: Step Functions and Continuous Representations
Call options and the risk of underlying securities
Jagannathan, Ravi, (1984)
On frequent batch auctions for stocks
Jagannathan, Ravi, (2022)
On Frequent Batch Auctions for Stocks
Jagannathan, Ravi, (2019)