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A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts

Autor
Corchero, C.; Heredia, F.
Tipus d'activitat
Article en revista
Revista
Computers & operations research
Data de publicació
2011-03-21
Volum
38
Número
11
Pàgina inicial
1501
Pàgina final
1512
DOI
https://doi.org/10.1016/j.cor.2011.01.008 Obrir en finestra nova
Projecte finançador
Short- and Medium-Term Multimarket Optimal Electricity Generation Planning with Risk and Environmental Constraints, Codi MICINN DPI2008-02153
Repositori
http://hdl.handle.net/2117/14109 Obrir en finestra nova
URL
http://dx.doi.org/10.1016/j.cor.2011.01.008 Obrir en finestra nova
Resum
The reorganization of the electricity industry in Spain completed a new step with the start-up of the Derivatives Market. One main characteristic of MIBEL’s Derivatives Market is the existence of physical futures contracts; they imply the obligation to physically settle the energy. The market regulation establishes the mechanism for including those physical futures in the day-ahead bidding of the Generation Companies. The goal of this work is to optimize coordination between physical futures c...
Citació
Corchero, C.; Heredia, F.-Javier. A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts. "Computers & operations research", 21 Març 2011, vol. 38, núm. 11, p. 1501-1512.
Grup de recerca
GNOM - Grup d'Optimització Numèrica i Modelització

Participants

Arxius