@conference { ,
	title = {A decision support procedure for the short-term scheduling problem of a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Markets},
	year = {2008},
	month = {4-5/09/2008},
	publisher = {Euro Working Group on Financial Modelling},
	type = {Invited oral presentation},
	address = {Cass Business School, City University, London},
	abstract = {In this paper we develop a decision support procedure for a Price-Taker producer operating on Day-
Ahead and Physical Derivatives Electricity Markets. The management of the electricity generation
companies and their operation in the liberalized electricity market on a short-term horizon is an interesting
problem in continuous evolution. Specifically, the incorporation of the Electricity Derivatives Market is the natural improvement in the Electricity Day-Ahead Markets in most countries in the world. Therefore, the inclusion of the management of derivatives products in generation company models is also a natural improvement of them. In this work, the derivatives products studied are the futures contracts.},
	keywords = {research; electricity markets; day-ahead; futures contracts; hydro-thermal},
	URL = {http://www.cass.city.ac.uk/ewgfm43/index.html},
	author = {Vespucci, M.T.  and Corchero, C.  and Innorta, M.  and Heredia, F.-Javier}
}

