Sökning: "Intraday"
Visar resultat 1 - 5 av 12 avhandlingar innehållade ordet Intraday.
1. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market
Sammanfattning : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. LÄS MER
2. Stock data, trade durations, and limit order book information
Sammanfattning : This thesis comprises four papers concerning trade durations and limit order book information. Paper [1], [2] and [4] study trader durations, e.g., the time between stock transactions in intra-day data. LÄS MER
3. Design of Electricity Markets for Efficient Balancing of Wind Power Generation
Sammanfattning : Deploying wind power to a larger extent is one solution to reduce negative environmental impacts of electric power supply. However, various challenges are connected with increasing wind power penetration levels. LÄS MER
4. Essays on market microstructure : empirical evidence from some Nordic exchanges
Sammanfattning : This dissertation consists of five separate and self-contained essays. They have been written as distinct papers. Although there is a fair amount of overlap and cross-reference in analysis and discussion, the intention is that potential readers should be able to read them separately. LÄS MER
5. Empirical Essays in Financial Economics
Sammanfattning : Competition between High-Frequency Traders, and Market Quality. This is the first empirical evidence on the competition between high-frequency traders (HFTs) and its influence on market quality. My findings suggests what when HFTs compete for traders their liquidity consumption increases. LÄS MER