Cross-product manipulation in electricity markets, microstructure models and asymmetric information

Abstract

* Corresponding author. John and Willie Leone Family Department of Energy and Mineral Engineering, The Pennsylvania State University, University Park, PA, U.S. E-mail: [email protected]; Tel: + 814-865-0982. ** John F. Kennedy School of Government, Harvard University, Cambridge, MA, U.S. Email: [email protected]; Tel: + 617-495-1317. *** Department of Statistics, The Pennsylvania State University, University Park, PA, U.S. Email: [email protected] (Liu); [email protected] (Wang).