Stochastic optimization of trading strategies in sequential electricity markets
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Publication:6167426
Cites work
- A survey of stochastic modelling approaches for liberalised electricity markets
- Bidding in sequential electricity markets: the Nordic case
- Day-ahead market bidding taking the balancing power market into account
- Decision making under uncertainty in electricity markets
- Introduction to stochastic programming.
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
Cited in
(8)- Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
- Optimal bidding functions for renewable energies in sequential electricity markets
- An Optimization-Based Conjectured Response Approach to Medium-term Electricity Markets Simulation
- Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
- Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets
- Online decision making for trading wind energy
- A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market
- Frequency regulation with storage: on losses and profits
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