Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account

DOI10.1007/S10287-009-0108-5MaRDI QIDQ545525zbMATH OpenOpenAlexFDO

Authors Eduardo Faria, Stein-Erik Fleten

Publication date 22 June 2011

Published in Computational Management Science (Search for Journal in Brave)

Full work available at URL http://edoc.hu-berlin.de/18452/9058

zbMATH Keywords

elbaselectricity auctionsGARCHhydroelectric schedulingmixed integer programmingstochastic programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; risk measures (91G70) Actuarial science and mathematical finance (91G99)

Recommendations

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Cites work

• A heuristic for moment-matching scenario generation
• Automatic formulation of stochastic programs via an algebraic modeling language
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
• Evaluation of scenario generation methods for stochastic programming
• Generalized autoregressive conditional heteroscedasticity
• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• scientific article; zbMATH DE number 2042672 (Why is no real title available?)
• Hydro-electric unit commitment subject to uncertain demand
• Introduction to Stochastic Programming
• Mixed integer programming: A historical perspective with Xpress-MP
• Optimal Offer Construction in Electricity Markets
• Optimal scheduling of a hydro thermal power generation system
• Scenario tree reduction for multistage stochastic programs
• Short-term hydropower production planning by stochastic programming
• Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

Cited in

(6)

• Day-ahead market bidding taking the balancing power market into account
• Bidding in sequential electricity markets: the Nordic case
• scientific article; zbMATH DE number 7686972 (Why is no real title available?)
• A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market
• Influence of forecasting electricity prices in the optimization of complex hydrothermal systems
• Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer

Describes a project that uses

Uses Software

• DET2STO
• Matlab

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