Stochastic Price Generation for Evaluating Wholesale Electricity Market Bidding Strategies

Mathematics

• Stochastics 100%
• Stochastic Differential Equation 66%
• Variance 33%
• Time Step 33%
• Conditional Probability 33%
• Auto Regressive Integrated Moving Average 33%
• Point Process 33%
• Stochastic Model 33%
• Jump Process 33%
• Statistical Property 33%
• Reduced Form 33%
• Markov Process 33%

Engineering

• Electricity Price 100%
• Stochastic Differential 50%
• Optimization Method 25%
• Energy Market 25%
• Stochastic Model 25%
• Statistical Property 25%
• Reduced Form 25%
• Energy Storage 25%
• Point Process 25%
• Conditional Probability 25%
• Poisson Process 25%