@conference { ,
	title = {Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System},
	year = {2010},
	month = {23-25/06/2010},
	type = {Contributed Presentation},
	address = {Madrid, Spain},
	abstract = {Abstract?A Generation Company (GenCo) can participate in the Iberian Electricity Market (MIBEL) through different mechanisms and pools: the bilateral contracts, the physical derivatives products at the Derivatives Market, the bids to the Day-Ahead Market, the Intraday Markets or the Ancillary Services Markets. From the short-term generation planning point of view, the most important problem to solve is the bidding strategy for the Day-Ahead Market (DAM) given that the 85% of the physical energy traded in Spain is negotiated in it, but this participation cannot be tackled independently of other subsequent markets.},
	keywords = {research; multimarket;  bilateral contracts;  futures contracts; optimal bid; stochastic programming; MIBEL},
	URL = {http://www.eem10.com/},
	author = {Cristina Corchero and F.-Javier Heredia}
}

