@article{optimalbiddingonhourlyandquarterhourly,
  title = {Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs},
  author = {Michał Narajewski and Florian Ziel},
  year = {2021},
  eprint = {2104.14204},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2104.14204v3},
}