To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic traders

Autor: Kokabisaghi, Somayeh, Pauwels, Eric J, Dorsman, Andre B

In this paper we extend the investigation into the transition from sure to probabilistic sniping as introduced in Menkveld and Zoican \cite{mz2017}. In that paper, the authors introduce a stylized version of a competitive game in which high frequency

Externí odkaz: http://arxiv.org/abs/1912.04012

The evolution of electricity price on the German day-ahead market before and after the energy switch

Autor: Khoshrou, Abdolrahman, Dorsman, André B., Pauwels, Eric J.

Publikováno v: In Renewable Energy April 2019 134:1-13

European Sovereign Debt Crisis and the performance of Dutch IPOs

Autor: Dorsman, André, Gounopoulos, Dimitrios

Publikováno v: In International Review of Financial Analysis December 2013 30:308-319

Market Coupling of Electricity Markets

Autor: Büyükkara, Göknur, Dorsman, Andre, Karan, Mehmet Baha

Publikováno v: Büyükkara, G, Dorsman, A & Karan, M B 2011, ' Market coupling of electricity markets ', European Journal of Economics, Finance and Administrative Sciences, no. 43, pp. 12-27 .
European Journal of Economics, Finance and Administrative Sciences, 12-27. EuroJournals, Inc.
ISSUE=43;STARTPAGE=12;ENDPAGE=27;ISSN=1450-2275;TITLE=European Journal of Economics, Finance and Administrative Sciences

Historically, electricity networks in Europe have been nationally oriented. Electricity markets are public markets and electricity traffic is limited between such markets. One of the imperfections in this case concerns entry into a closed market. Whe

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94b963d131bd623520709b833478ad19
https://doi.org/10.2139/ssrn.1696946

Creating norms around the Eastern Mediterranean energy resources as a necessary means of security.

Autor: Sotiriou, Stylianos A.

Publikováno v: European Security; Jun2020, Vol. 29 Issue 2, p235-253, 19p