On the determination of European day ahead electricity prices: the Turkish case

DOI10.1016/j.ejor.2015.02.031zbMath1346.91166OpenAlexW2072352882MaRDI QIDQ319508

Kürşad Derinkuyu

Publication date: 6 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.02.031

zbMATH Keywords

mixed integer programmingelectricity marketOR in energycombinatorial auctionsproblem reduction techniques

Mathematics Subject Classification ID

Mixed integer programming (90C11) Auctions, bargaining, bidding and selling, and other market models (91B26) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (1)

Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently

Cites Work

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• Bidding in sequential electricity markets: the Nordic case
• Efficient market-clearing prices in markets with nonconvexities
• Block order restrictions in combinatorial electric energy auctions
• Pricing combinatorial auctions.
• Semi-Lagrangean approach for price discovery in markets with non-convexities
• Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
• Combinatorial Auctions: A Survey
• Lagrangian Duality and Branch-and-Bound Algorithms for Optimal Power Flow
• Strict linear prices in non-convex European day-ahead electricity markets

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