Strategic offering of a flexible producer in day-ahead and intraday power markets

DOI10.1016/J.EJOR.2020.01.044zbMATH Open1441.91052OpenAlexW3003545925MaRDI QIDQ2178147FDOQ2178147

Afzal Siddiqui, Tuomas Rintamäki, Ahti 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

Recommendations

• Price formation and optimal trading in intraday electricity markets
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zbMATH Keywords

OR in energymathematical programming with equilibrium constraintsday-ahead marketintraday marketstrategic offering

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Stochastic programming (90C15)

Cites Work

• Title not available (Why is that?)
• 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

Cited In (6)

• A hybrid robust-stochastic optimization approach for day-ahead scheduling of cascaded hydroelectric system in restructured electricity market
• The spot and balancing markets for electricity: open- and closed-loop equilibrium models
• Optimal bidding functions for renewable energies in sequential electricity markets
• Intraday power trading: toward an arms race in weather forecasting?
• Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach
• Energy storage operation and electricity market design: on the market power of monopolistic storage operators

Uses Software

• Scikit

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