A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts
DOI10.1016/J.COR.2011.01.008zbMATH Open1210.91036OpenAlexW2113525228MaRDI QIDQ716340FDOQ716340
Authors: Cristina Corchero, F. J. Heredia 
Publication date: 28 April 2011
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2117/14109
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Cites Work
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- Scenario reduction in stochastic programming
- Optimal Offer Construction in Electricity Markets
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
- A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
- Optimal capacity allocation in multi-auction electricity markets under uncertainty
- Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
- Pricing a nontradeable asset and its derivatives.
- A multistage formulation for generation companies in a multi-auction electricity market
Cited In (8)
- A new optimal electricity market bid model solved through perspective cuts
- Solving electric market quadratic problems by branch and fix coordination methods
- Futures market trading for electricity producers and retailers
- Optimization of electricity futures and LNG futures trading under practical constraints of power producers in Japan
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
- Optimal design of bilateral contracts for energy procurement
- A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units
- A stochastic programming approach for the optimal management of aggregated distributed energy resources
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