Simulating and analyzing a sparse order book: an application to intraday electricity markets
Philippe Bergault; Enzo Cognéville
- Published
- Publisher
- Informa UK Limited
- Journal / collection
- Quantitative Finance
- Research area
- Energy & infrastructure
- Source type
- Journal article
- DOI
- 10.1080/14697688.2025.2568693
The original publisher provides the full text and its access options.
Cite this source
Philippe Bergault; Enzo Cognéville. Simulating and analyzing a sparse order book: an application to intraday electricity markets. Quantitative Finance. 2025-10-03. https://doi.org/10.1080/14697688.2025.2568693