2 papers
q-fin.TR2026
Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
Emma Hubert, Dimitrios Lolas, Ronnie Sircar
We study the problem of forecasting and optimally trading day-ahead versus real-time (DART) price spreads in U.S. wholesale electricity markets. Building on the framework of Galarn…
math.OC2025
A Mean Field Game for Capacity Expansion Modeling
Emma Hubert, Dimitrios Lolas, Ronnie Sircar
This paper studies the optimal investment behavior of renewable electricity producers in a competitive market, where both prices and installation costs are influenced by aggregate…