{"title":"供给曲线的近似","authors":"Andres M. Alonso, Zehang Li","doi":"arxiv-2311.10738","DOIUrl":null,"url":null,"abstract":"In this note, we illustrate the computation of the approximation of the\nsupply curves using a one-step basis. We derive the expression for the L2\napproximation and propose a procedure for the selection of nodes of the\napproximation. We illustrate the use of this approach with three large sets of\nbid curves from European electricity markets.","PeriodicalId":501355,"journal":{"name":"arXiv - QuantFin - Pricing of Securities","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2023-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Approximation of supply curves\",\"authors\":\"Andres M. Alonso, Zehang Li\",\"doi\":\"arxiv-2311.10738\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this note, we illustrate the computation of the approximation of the\\nsupply curves using a one-step basis. We derive the expression for the L2\\napproximation and propose a procedure for the selection of nodes of the\\napproximation. We illustrate the use of this approach with three large sets of\\nbid curves from European electricity markets.\",\"PeriodicalId\":501355,\"journal\":{\"name\":\"arXiv - QuantFin - Pricing of Securities\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-10-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - QuantFin - Pricing of Securities\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2311.10738\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - QuantFin - Pricing of Securities","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2311.10738","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In this note, we illustrate the computation of the approximation of the
supply curves using a one-step basis. We derive the expression for the L2
approximation and propose a procedure for the selection of nodes of the
approximation. We illustrate the use of this approach with three large sets of
bid curves from European electricity markets.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
