Strategic offering of a flexible producer in day-ahead and intraday power markets
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Publication:2178147
DOI10.1016/J.EJOR.2020.01.044zbMath1441.91052OpenAlexW3003545925MaRDI QIDQ2178147
Tuomas Rintamäki, Afzal S. Siddiqui, Ahti A. Salo
Publication date: 7 May 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.01.044
OR in energymathematical programming with equilibrium constraintsday-ahead marketintraday marketstrategic offering
Stochastic programming (90C15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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Uses Software
Cites Work
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- Bidding in sequential electricity markets: the Nordic case
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
- Electricity market clearing with improved scheduling of stochastic production
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
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