Statistical arbitrage and information flow in an electricity balancing market
Derek W. Bunn and Stefan O.E. Kermer
| Year of publication: |
2021
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|---|---|
| Authors: | Bunn, Derek W. ; Kermer, Stefan O. E. |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 42.2021, 5, p. 19-40
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| Subject: | Electricity | Real-time Markets | Trading | Forecasting | Statistical Arbitrage | Arbitrage | Theorie | Theory | Prognoseverfahren | Forecasting model | Elektrizitätswirtschaft | Electric power industry | Elektrizität | Strompreis | Electricity price | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.42.5.dbun [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170647