R. A¨?da¨?d, P. Gruet, and H. Pham, An optimal trading problem in intraday electricity markets, Mathematics and Financial Economics, vol.35, issue.1, pp.49-85, 2016.
DOI : 10.1017/CBO9780511813658

A. Botterud, J. Wang, R. Bessa, H. Keko, and V. Miranda, Risk management and optimal bidding for a wind power producer, in Power and Energy Society General Meeting, IEEE, pp.1-8, 2010.

H. Ding, Z. Hu, and Y. Song, Rolling Optimization of Wind Farm and Energy Storage System in Electricity Markets, IEEE Transactions on Power Systems, vol.30, issue.5, pp.2676-2684, 2015.
DOI : 10.1109/TPWRS.2014.2364272

H. Ding, P. Pinson, Z. Hu, and Y. Song, Integrated Bidding and Operating Strategies for Wind-Storage Systems, IEEE Transactions on Sustainable Energy, vol.7, issue.1, pp.163-172, 2016.
DOI : 10.1109/TSTE.2015.2472576
URL : http://orbit.dtu.dk/en/publications/integrated-bidding-and-operating-strategies-for-windstorage-systems(ec83146f-d178-4381-b328-dba6372b5a1b).html

E. Garnier and R. Madlener, Balancing forecast errors in continuous-trade intraday markets, Energy Systems, vol.38, issue.7, pp.361-388, 2015.
DOI : 10.1109/DRPT.2008.4523883

P. Haessig, B. Multon, H. B. Ahmed, S. Lascaud, and P. Bondon, Energy storage sizing for wind power: impact of the autocorrelation of dayahead forecast errors, pp.43-57, 2015.
URL : https://hal.archives-ouvertes.fr/hal-00863901

B. Heymann, J. F. Bonnans, P. Martinon, F. J. Silva, F. Lanas et al., Continuous optimal control approaches to microgrid energy management, Energy Systems, vol.4, issue.4, pp.1-19, 2015.
DOI : 10.1109/ECC.2016.7810599
URL : https://hal.archives-ouvertes.fr/hal-01129393

R. Kiesel and F. Paraschiv, Econometric analysis of 15-minute intraday electricity prices, Energy Economics, vol.64, pp.77-90, 2017.
DOI : 10.1016/j.eneco.2017.03.002

J. M. Morales, A. J. Conejo, and J. Pérez-ruiz, Short-term trading for a wind power producer, Power Systems, IEEE Transactions, pp.25-554, 2010.
DOI : 10.1109/tpwrs.2009.2036810

D. E. Olivares, A. Mehrizi-sani, A. H. Etemadi, C. A. Cañizares, R. Iravani et al., Trends in Microgrid Control, IEEE Transactions on Smart Grid, vol.5, issue.4, pp.1905-1919, 2014.
DOI : 10.1109/TSG.2013.2295514

G. Pages and B. Wilbertz, Optimal delaunay and voronoi quantization schemes for pricing american style options, in Numerical methods in Finance, pp.171-213, 2012.