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FIEMS: Fast Italian Energy Market Simulator

Computational Finance 2017-03-30 v1 Mathematical Finance
Authors: Matteo Gardini , Marco Diana
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Abstract

The article describes the algorithm used to define the electricity price in day-ahead and itraday energy markets in Italy. Details of Matlab implementation of one of its simplified versions, capable of producing good results in a extremely short time, are then provided and numerical results are discussed.

Keywords

energy market simulator electricity price day-ahead market intraday market Matlab

Cite

@article{arxiv.1703.09782,
  title  = {FIEMS: Fast Italian Energy Market Simulator},
  author = {Matteo Gardini and Marco Diana},
  journal= {arXiv preprint arXiv:1703.09782},
  year   = {2017}
}

Comments

in Italian

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