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We study price formation in intraday electricity markets in the presence ofintermittent renewable generation. We consider the setting where a majorproducer may interact strategically with a large number of small producers.Using stochastic control theory we identify the optimal strategies of agentswith market impact and exhibit the Nash equilibrium in closed form in theasymptotic framework of mean field games with a major player. This is acompanion paper to [F\'eron, Tankov, and Tinsi, Price formation and optimaltrading in intraday electricity markets, arXiv:2009.04786, 2020], where asimilar model is developed in the setting of identical agents.

Price formation and optimal trading in intraday electricity markets with a major player