On the determination of European day ahead electricity prices: the Turkish case
From MaRDI portal
(Redirected from Publication:319508)
Recommendations
- Strict linear prices in non-convex European day-ahead electricity markets
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
- Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
- Dynamic spatial auction market models with general cost mappings
- Constrained auction clearing in the Italian electricity market
Cites work
- Bidding in sequential electricity markets: the Nordic case
- Block order restrictions in combinatorial electric energy auctions
- Combinatorial auctions. Foreword by Vernon L. Smith.
- Combinatorial auctions: a survey
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
- Efficient market-clearing prices in markets with nonconvexities
- Lagrangian duality and branch-and-bound algorithms for optimal power flow
- Pricing combinatorial auctions.
- Semi-Lagrangean approach for price discovery in markets with non-convexities
- Strict linear prices in non-convex European day-ahead electricity markets
Cited in
(4)- Strict linear prices in non-convex European day-ahead electricity markets
- Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
- Hourly identification and simulation of the TGE S.A. day-ahead market system
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
This page was built for publication: On the determination of European day ahead electricity prices: the Turkish case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q319508)