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

DOI10.1016/J.EJOR.2015.02.031zbMATH Open1346.91166OpenAlexW2072352882MaRDI QIDQ319508FDOQ319508

Authors: 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

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• Strict linear prices in non-convex European day-ahead electricity markets
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zbMATH Keywords

electricity marketmixed integer programmingOR in energycombinatorial auctionsproblem reduction techniques

Mathematics Subject Classification ID

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

Cites Work

• Combinatorial auctions: a survey
• Bidding in sequential electricity markets: the Nordic case
• Combinatorial auctions. Foreword by Vernon L. Smith.
• 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
• Lagrangian duality and branch-and-bound algorithms for optimal power flow
• Strict linear prices in non-convex European day-ahead electricity markets

Cited In (4)

• Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
• Strict linear prices in non-convex European day-ahead electricity markets
• 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

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