An optimal trading problem in intraday electricity markets

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Aïd, René, et al. “An Optimal Trading Problem in Intraday Electricity Markets”. Mathematics and Financial Economics, vol. 10, no. 1, 2015, pp. 49-85, https://doi.org/10.1007/s11579-015-0150-8.
Aïd, R., Gruet, P., & Pham, H. (2015). An optimal trading problem in intraday electricity markets. Mathematics and Financial Economics, 10(1), 49-85. https://doi.org/10.1007/s11579-015-0150-8
Aïd R, Gruet P, Pham H. An optimal trading problem in intraday electricity markets. Mathematics and Financial Economics. 2015;10(1):49-85.
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Citations Analysis
The category Technology: Engineering (General). Civil engineering (General) 14 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Limit Order Books with Stochastic Market Depth and was published in 2013. The most recent citation comes from a 2024 study titled A mean field game model for optimal trading in the intraday electricity market. This article reached its peak citation in 2021, with 7 citations. It has been cited in 24 different journals, 12% of which are open access. Among related journals, the Energies cited this research the most, with 4 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year