The need for clean water is expected to substantially increase while further reductions of water availability in sufficient quantity and quality are projected owing to climate change and anthropogenic activities. Accordingly, the debate on water security has recently intensified and reached the...

We study price formation in intraday electricity markets in the presence of intermittent renewable generation. We consider the setting where a major producer may interact strategically with a large number of small producers. Using stochastic control theory, we identify the optimal strategies of...