Laura TINSI


Laura TINSI
Finance
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2022

  • Price formation and optimal trading in intraday electricity markets

    Mathematics and financial economics, vol. 16, iss. 2, pp. 205-237, 2022.
    By O. Féron, P. Tankov, and L. Tinsi

    [DOI] [Bibtex]

    @article{Féron2022205,
    author={Féron, O. and Tankov, P. and Tinsi, L.},
    title={Price formation and optimal trading in intraday electricity markets},
    journal={Mathematics and Financial Economics},
    year={2022},
    volume={16},
    number={2},
    pages={205-237},
    doi={10.1007/s11579-021-00307-z},
    url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85115369756&doi=10.1007%2fs11579-021-00307-z&partnerID=40&md5=cb54480e48908e1e65381dd298d6e8c8},
    publisher={Springer Science and Business Media Deutschland GmbH},
    }
  • Stochastic optimization with dynamic probabilistic forecasts

    Annals of operations research, , 2022.
    By P. Tankov and L. Tinsi

    [DOI] [Bibtex]

    @article{Tankov2022,
    author={Tankov, P. and Tinsi, L.},
    title={Stochastic optimization with dynamic probabilistic forecasts},
    journal={Annals of Operations Research},
    year={2022},
    doi={10.1007/s10479-022-04913-y},
    url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85136202166&doi=10.1007%2fs10479-022-04913-y&partnerID=40&md5=5ce55eca468573c455be435c1549db3f},
    publisher={Springer},
    }

2020

  • Price formation and optimal trading in intraday electricity markets with a major player

    Risks, vol. 8, iss. 4, pp. 1-21, 2020.
    By O. Féron, P. Tankov, and L. Tinsi

    [DOI] [Bibtex]

    @article{Féron20201,
    author={Féron, O. and Tankov, P. and Tinsi, L.},
    title={Price formation and optimal trading in intraday electricity markets with a major player},
    journal={Risks},
    year={2020},
    volume={8},
    number={4},
    pages={1-21},
    doi={10.3390/risks8040133},
    art_number={133},
    url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85097553301&doi=10.3390%2frisks8040133&partnerID=40&md5=3ae667c2ea9eb8ca42e02f251daa0320},
    publisher={MDPI AG},
    }