All publications

Research areas and methods of interest in European intraday electricity market research-A systematic literature review
journal Sustainable Energy, Grids and Networks
Apr 2024

Conformal Prediction for Stochastic Decision-Making of PV Power in Electricity Markets
conference Power System Computation Conference 2024
Mar 2024

Quantifying and Modeling Price Volatility in The Dutch Intraday Electricity Market
working-paper SSRN
Dec 2023

Discovering fraud: can CERN tools accelerate market surveillance
presentation CERN Knowledge Transfer Seminar
Jun 2023

Using and Adapting ROOT for High-frequency Financial Market Data
presentation ROOT Users Workshop
May 2022

A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools
conference NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk
Apr 2022

Unravelling the JPMorgan Spoofing Case Using Particle Physics Visualization Methods
journal European Financial Management
Jan 2022

The Analysis of High-Frequency Data using ROOT
conference 20th International Workshop on Advanced Computing and Analysis Techniques in Physics Research
Nov 2021

When two worlds collide: using particle physics tools to visualize the limit order book
journal Journal of Futures Markets
Jul 2021

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