19 citations · 19 across the 3 of their papers we have counts for
3 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…
stat.AP2020★ 19 cited
Forecasting the Intra-Day Spread Densities of Electricity Prices
Ekaterina Abramova, Derek Bunn
Intra-day price spreads are of interest to electricity traders, storage and electric vehicle operators. This paper formulates dynamic density functions, based upon skewed-t and sim…
stat.AP2019
Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity
Ekaterina Abramova, Derek Bunn
This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day…