Efficient solution of optimal multimarket electricity bid models
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Cita com:
hdl:2117/14587
Tipus de documentText en actes de congrés
Data publicació2011
EditorInstitute of Electrical and Electronics Engineers
Condicions d'accésAccés obert
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continguts d'aquesta obra estan subjectes a la llicència de Creative Commons
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Reconeixement-NoComercial-SenseObraDerivada 3.0 Espanya
Abstract
Short-term electricity market is made up of a
sequence of markets, that is, it is a multimarket enviroment. In
the case of the Iberian Energy Market the sequence of major
short-term electricity markets are the day-ahead market, the
ancillary service market or secondary reserve market (henceforth
reserve market), and a set of six intraday markets. Generation
Companies (GenCos) that participate in the electricity market
could increase their benefits by jointly optimizing their participation
in this sequence of electricity markets. This work
proposes a stochastic programming model that gives the GenCo
the optimal bidding strategy for the day-ahead market (DAM),
which considers the benefits and costs of participating in the
subsequent markets and which includes both physical futures
contracts and bilateral contracts.
CitacióCorchero, C.; Heredia, F.-Javier; Mijangos, E. Efficient solution of optimal multimarket electricity bid models. A: International Conference on the European Energy Market (EEM). "EEM11 8th International Conference on the European Energy Market, join us in Zagreb, Croatia, from 25 to 27 May 2011 for the premium event in the world of energy markets, where academia and industry meet". Zagreb: Institute of Electrical and Electronics Engineers, 2011, p. 244-249.
ISBN978-1-61284-284-4
Versió de l'editorhttp://dx.doi.org/10.1109/EEM.2011.5953017
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CorcheroHerediaMijangos_EEM11-IEEEXplore_11.pdf | Extended abstract prublicat al IEEEXplore | 515,6Kb | Visualitza/Obre |