Open AccessStatistical Arbitrage and Information Flow in an Electricity Balancing Market
Author(s) -
Derek W. Bunn,
Stefan Kermer
Publication year - 2021
Publication title -
the energy journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.244
H-Index - 77
eISSN - 1944-9089
pISSN - 0195-6574
DOI - 10.5547/01956574.42.5.dbun
Subject(s) - statistical arbitrage , arbitrage , economics , electricity market , volatility (finance) , incentive , microeconomics , speculation , flexibility (engineering) , electricity , spot market , econometrics , financial economics , industrial organization , finance , risk arbitrage , arbitrage pricing theory , capital asset pricing model , electrical engineering , engineering , management