@conference { ,
	title = {Stochastic programming models for optimal bid strategies in the Iberian Electricity Market},
	year = {2009},
	month = {23-28/08/2009},
	type = {Invited oral presentation},
	address = {Chicago},
	abstract = {The day-ahead market is not only the main physical energy market of Portugal and Spain in terms of the amount of traded energy, but also the mechanism through which other energy products, as bilateral (BC) and physical futures contracts (FC), are integrated into the Iberian Electricity Market (MIBEL) energy production system. We propose stochastic programming models that give the optimal bidding and BC and FC nomination strategy for a price-taker generation company in the MIBEL. Implementation details and some first computational experiences for small real cases are presented.},
	keywords = {research; stochastic programming; electricity markets; day-ahead market; bilateral contracts; futures contracts; optimal bid},
	URL = {http://ismp2009.eecs.northwestern.edu/},
	author = {F.-Javier Heredia and Cristina Corchero}
}

