31 citations · 94 across the 32 of their papers we have counts for
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q-fin.TR2021
Decision making with dynamic probabilistic forecasts
Peter Tankov, Laura Tinsi
We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random…
q-fin.TR2016
Optimal trading policies for wind energy producer
Zongjun Tan, Peter Tankov
We study the optimal trading policies for a wind energy producer who aims to sell the future production in the open forward, spot, intraday and adjustment markets, and who has acce…