Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2018-08-13 (Computational Economics)
- NEP-ENE-2018-08-13 (Energy Economics)
- NEP-MST-2018-08-13 (Market Microstructure)
- NEP-UPT-2018-08-13 (Utility Models & Prospect Theory)
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