  We study price formation in intraday electricity markets in the presence of
intermittent renewable generation. We consider the setting where a major
producer may interact strategically with a large number of small producers.
Using stochastic control theory we identify the optimal strategies of agents
with market impact and exhibit the Nash equilibrium in closed form in the
asymptotic framework of mean field games with a major player. This is a
companion paper to [F\'eron, Tankov, and Tinsi, Price formation and optimal
trading in intraday electricity markets, arXiv:2009.04786, 2020], where a
similar model is developed in the setting of identical agents.
