Quantitative Trading in North American Power Markets

Following the success of mathematical and statistical modelling in various financial markets, we believe that quantitative methods can also be used to effectively establish trading vehicles for power and its derivatives. However, most of the quantitative literature in power markets is focused on specific aspects primarily from the perspective of load-serving or generation units. Instead, we aim to build a quantitative power trading framework which expands the activities of Plant-E Corp in North-American power markets and fills in the current gaps within the literature.

Faculty Supervisor:

Frédéric Godin;Maciej Augustyniak;Cody Hyndman;Geneviève Gauthier

Student:

Ramin Eghbalzadeh

Partner:

Plant-E Corp

Discipline:

Statistics / Actuarial sciences

Sector:

Energy

University:

Program:

Accelerate

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