1 citations
2 papers
stat.AP2021
Optimal Daily Trading of Battery Operations Using Arbitrage Spreads
Ekaterina Abramova, Derek Bunn
An important revenue stream for electric battery operators is often arbitraging the hourly price spreads in the day-ahead auction. The optimal approach to this is challenging if ri…
econ.TH2019★ 1 cited
Contract Design with Costly Convex Self-Control
Yusufcan Masatlioglu, Daisuke Nakajima, Emre Ozdenoren
In this note, we consider the pricing problem of a profit-maximizing monopolist who faces naive consumers with convex self-control preferences.