Multi-zone unified statistical model for DART spike prediction combined with closed-form impact-aware INC/DEC trading strategy improves risk-return profile over unit-size trades in NYISO.
Stochastic behaviour of the electricity bid stack: From fundamental drivers to power prices.The Journal of Energy Markets, 2(1):29–69, 2009
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Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
Multi-zone unified statistical model for DART spike prediction combined with closed-form impact-aware INC/DEC trading strategy improves risk-return profile over unit-size trades in NYISO.