Sökning: "continuous intraday trading"

Hittade 2 avhandlingar innehållade orden continuous intraday trading.

  1. 1. Design of Electricity Markets for Efficient Balancing of Wind Power Generation

    Författare :Richard Scharff; Mikael Amelin; Lennart Söder; Hannes Weight; KTH; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; wind power variations; forecast errors; market design; adjustment markets; trading decisions; continuous intraday trading; variable renewable energy; Electrical Engineering; Elektro- och systemteknik;

    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

  2. 2. Stock data, trade durations, and limit order book information

    Författare :Ola Simonsen; Kurt Brännäs; Johan Knif; Umeå universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Maximum likelihood; Estimation; ACD; News; Multivariate; Intraday; Market; Economics; Nationalekonomi;

    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