Generation flexibility in ramp rates: strategic behavior and lessons for electricity market design

DOI10.1016/J.EJOR.2017.02.028MaRDI QIDQ1753622zbMATH OpenOpenAlexFDO

Authors Ekaterina Moiseeva, S. Wogrin, Mohammad Reza Hesamzadeh

Publication date 29 May 2018

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2017.02.028

zbMATH Keywords

bilevel programmingequilibrium problemsOR in energystrategic decision-makingramp rate

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• scientific article; zbMATH DE number 2061787 (Why is no real title available?)
• A comparison of large scale mixed complementarity problem solvers
• Electricity market near-equilibrium under locational marginal pricing and minimum profit conditions
• Estimating conjectural variations for electricity market models
• Game theory
• Generation Capacity Expansion in Imperfectly Competitive Restructured Electricity Markets
• National-strategic investment in European power transmission capacity
• New bounding and decomposition approaches for MILP investment problems: multi-area transmission and generation planning under policy constraints
• Numerical Optimization
• Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition
• Pricing of fluctuations in electricity markets
• Solving stochastic complementarity problems in energy market modeling using scenario reduction
• Two-settlement electricity markets with price caps and Cournot generation firms
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
• Variational inequality models of restructured electricity systems

Cited in

(4)

• A Framework of Peak Load Pricing with Strategic Firms
• Optimal trading of a hybrid electric, hydrogen and gas fueling station in day-ahead and Intra-day markets: modeling aspect
• Finding multiple Nash equilibria via machine learning-supported Gröbner bases
• Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach

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