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econ.TH2022
A Market for Trading Forecasts: A Wagering Mechanism
Aitazaz Ali Raja, Pierre Pinson, Jalal Kazempour +1
In many areas of industry and society, e.g., energy, healthcare, logistics, agents collect vast amounts of data that they deem proprietary. These data owners extract predictive inf…
econ.TH2021
Moving from Linear to Conic Markets for Electricity
Anubhav Ratha, Pierre Pinson, Hélène Le Cadre +2
We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities…