Filters: keyword is contracts [Clear All Filters]
2013
"A new optimal electricity market bid model solved through perspective cuts",
TOP, vol. 21, issue 1: Springer, pp. 25, 04/2013.
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2012
"A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units",
Annals of Operations Research, vol. 193, issue 1: Springer, pp. 107-127, 2012.
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2011
"A multistage stochastic programming model for the optimal multimarket electricity bid problem",
Optimization, Theory, Algorithms and Applications in Economics (OPT 2011), Centre de Recerca Matemàtica. Barcelona, Spain., 24-28/10/2011.
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"Solving electricity market quadratic problems by Branch and Fix Coordination methods",
25th IFIP TC7 Conference on System Modeling and Optimization, Berlin, 12-16/09/2011.
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2010
"Optimal Bidding Strategies for Thermal and Generic Programming Units in the Day-Ahead Electricity Market",
IEEE Transactions on Power Systems, vol. 25, issue 3: IEEE Power & Energy Society, pp. 1504-1518, Aug. 2010.
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"Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System",
7th Conference on European Energy Market EEM10, vol. 1, Madrid, IEEE, pp. 1 - 6 , 23/06/2010.
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"Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System",
7th Conference on European Energy Market EEM10, Madrid, Spain, 23-25/06/2010.
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2009
"Optimal Bidding Strategies for Thermal and Combined Cycle Units in the Day-ahead Electricity Market with Bilateral Contracts",
2009 Power Engineering Society General Meeting, Calgary, IEEE, pp. 1-6, 26/07/2010.
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"Optimal Bidding Strategies for Thermal and Combined Cycle Units in the Day-ahead Electricity Market with Bilateral Contracts",
2009 Power Engineering Society General Meeting, vol. 1, Calgary, Alberta, Canada, IEEE, pp. 1-6, 26-30/07/2009.
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"Stochastic programming models for optimal bid strategies in the Iberian Electricity Market",
The 20th International Symposium of Mathematical Programming (ISMP), Chicago, 23-28/08/2009.
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"A Short-term Scheduling Model for a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Markets",
Third FIMA International Conference, Gressoney Saint Jean, Italy., 19-22/01/2009.
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"A stochastic approach to the decision support procedure for a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Market",
EURO XXIII: 23rd European Conference on Operational Research, Bonn, Germany, 05-08/07/2009.
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"A Stochastic Programming Model for the Thermal Optimal Day-Ahead Bid Problem with Physical Futures Contracts",
Accepted for publication at Computers and Operations Research, Barcelona, Spain., Research Report DR 2009/03, Dept. of Statistics and Operations Research, E-Prints UPC http://hdl.handle.net/2117/2795, Universitat Politècnica de Catalunya, pp. 19, 03/2009.
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2008
"Stochastic programming model for the day-ahead bid and bilateral contracts settlement problem",
International Workshop on Operational Research 2008, Dept. of Statistics and Operational Research, Univ. Rey Juan Carlos, Madrid, Spain, Dept. of Statistics and Operational Research, Univ. Rey Juan Carlos., pp. 79, 5-7/06/2008.
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"A decision support procedure for the short-term scheduling problem of a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Markets",
43rd Euro Working Group on Financial Modelling Meeting, Cass Business School, City University, London, Euro Working Group on Financial Modelling, 4-5/09/2008.
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"A decision support procedure for a Price-Taker producer operating on Day-Ahead and Physical Derivatives Electricity Markets",
V International Summer School in Risk Measurement and Control, Roma, Luiss Guido Carli University, 30/06-04/07/2008.
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"Optimal thermal and virtual power plants operation in the day-ahead electricity market.",
APMOD 2008 International Conference on Applied Mathematical Programming and Modelling, Comenius University, Bratislava, Slovak Republic, pp. 21, 27-30/05/2008.
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A decision support for a Price-Taker producer operating on Day-Ahead and Physical Derivatives Electricity Markets,
, Bergamo, Italy, Working paper n12/MS-2008, Dipartimento di Ingegneria dell'Informazione e Metodi Matematici, Università degli Studi di Bergamo, pp. 10, 12/2008.
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"Optimal Bidding Strategies for Thermal and Generic Programming Units in the Day-ahead Electricity Market",
Published on august 2010 at IEEE Transactions on Power Systems: Research report DR 2008/13, Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/2468. Universitat Politècnica de Catalunya, pp. 12, 11/2008.
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"A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units",
Accepted for publication in Annals of Operations Research (2011), Barcelona, Group on Numerical Optimization and Modelling, E-Prints UPC, http://hdl.handle.net/2117/2282. UPC., pp. 18, 10/2008.
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"Stochastic optimal day-ahead bid with physical future contracts",
International Workshop on Operational Research 2008, Dept. of Statistics and Operational Research, Univ. Rey Juan Carlos, Madrid, Spain., Dept. of Statistics and Operational Research, Univ. Rey Juan Carlos., pp. 77, 05-07/06/2008.
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2007
"A mixed-integer stochastic programming model for the day-ahead and futures energy markets coordination",
EURO XXII: 2nd European Conference on Operational Reserach, Prague, Czech Republic, The Association of European Operational Research Societies, 08/07/2007.
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2006
"Optimal Short-Term Strategies for a Generation Company in the MIBEL",
APMOD 2006: Applied Mathematical Programming and Modellization, Madrid, 19-21/06/06.
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2005
Planificación de la generación eléctrica a corto y largo plazo en un mercado liberalizado con contratos bilaterales (DPI2005-09117-C02-01).,
, 01/2006-12/2008.
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1995
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