Nonparametric Estimation of Market Distribution Functions in Electricity Pool Markets.
Geoffrey PritchardGolbon ZakeriAndrew B. PhilpottPublished in: Math. Oper. Res. (2006)
Keyphrases
- distribution function
- nonparametric estimation
- electricity markets
- market participants
- market prices
- market clearing
- electric power
- spot market
- random variables
- double auction
- stock market
- probability density
- competitive market
- density function
- electronic markets
- bidding strategies
- market share
- software agents
- power generation
- cumulative distribution functions
- trading agents
- financial markets
- probability density function
- trading strategies
- pricing strategies
- feature extraction