We typically think of documents as carrying information. However, certain kinds of documents do more than that: they are not only informative but also performative in that they re...
This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service. While the contract forms and pricing methodo...
In this paper, we investigate the effectiveness of different types of bidding behaviour for trading agents in the Continuous Double Auction (CDA). Specifically, we consider behavi...
Perukrishnen Vytelingum, Dave Cliff, Nicholas R. J...
In competitive wholesale electricity markets, regulated load serving entities (LSEs) and marketers with default service contracts have obligations to serve fluctuating load at pre...
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...