Results 1 to 10 of about 443,162 (297)
A Hyperbolic Bid Stack Approach to Electricity Price Modelling
Risks, 2023 Modelling the energy price in the Australian National Electricity Market (NEM) requires features that are not well reflected in existing models.
Krisztina Katona +2 more
doaj +3 more sources
Strategic bidding in price coupled regions [PDF]
Mathematical Methods of Operations Research, 2021 In this paper, the authors propose a bilevel formulation for the bidding problem (BP) and reformulate it as an mathematical program with equilibrium constraints (MPEC): \[ \begin{array}{l} (BP-MPEC)\max \sum_{n\in N, t\in T}\left (\sum_{t\in T}\lambda_n^tp_n^t\right )-c(p_n) \\ s.t.
De Boeck, Jérôme +2 more
openaire +5 more sources
Studying the Effect of Financial Variables on the Bid - Ask Price Spread of Stocks [PDF]
راهبرد مدیریت مالی, 2022 This paper investigates the behavior of the differences between bid and ask prices and spread and the factors affecting them. The bid and ask price differences are one of the criteria for assessing the liquidity risk of stocks and the selection of stocks
Ebrahim Naderi +2 more
doaj +1 more source
IEEE Access, 2022 PoolCo electricity trading is one of the most capable bidding practices for executing a centralized energy market model. In the PoolCo market model, each seller and buyer submit their bid price and bid quantity to the independent market operator, which ...
Nitesh Kumar Singh +4 more
doaj +1 more source
Auction mechanism on construction land quota with selection on land location
PLoS ONE, 2022 Due to unreasonable pricing, farmers have low enthusiasm for reclaiming their homesteads, which can be used to generate construction land quota. This paper studies how to design a feasible pricing mechanism to stimulate the enthusiasm of farmers.
Yang Deng +3 more
doaj +2 more sources
Designing an Optimal Linear Bid Function in a Pay-as-Bid Electricity Market [PDF]
International Journal of Industrial Electronics, Control and Optimization, 2018 In this paper, the bidding problem in electricity markets is formulated from the viewpoint of a generation company. With focus on Iran's electricity market structure, the objective is to design an optimal linear bid function considering pay-as-bid ...
Javid Khorasani +2 more
doaj +1 more source
Price-region bids in electricity markets
European Journal of Operational Research, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lucien Bobo +4 more
openaire +1 more source
Rationalizable bidding in first-price auctions [PDF]
Games and Economic Behavior, 2003 Strategically sophisticated bidding is studied in first price auctions without assuming equilibrium behavior. In particular, interim rationalizable bids are analyzed in symmetric first-price auctions with interdependent values and affiliated signals. It is shown that (1) every nonzero bid below the equilibrium is rationalizable, (2) some bids above the
BATTIGALLI, PIERPAOLO, SINISCALCHI M.
openaire +2 more sources
Signalling in auctions for risk-averse bidders
PLoS ONE, 2022 We study risk-averse equilibrium bidding in first-price and second-price sealed-bid auctions where bidders have signalling concerns, i.e., they care about how the auction outcome is interpreted by an outside observer.
Olivier Bos +2 more
doaj +2 more sources
Jurnal Ekonomi Modernisasi, 2009 This study aimed to analyze the effect of stock price, shares of Tradimg volume activity and the risk of bid-ask spread. And test them with statistical tools.
Lulu Nurul Istanti
doaj +1 more source