@conference { , title = {A stochastic approach to the decision support procedure for a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Market}, year = {2009}, month = {05-08/07/2009}, type = {Invited oral presentation}, address = {Bonn, Germany}, keywords = {research; electricity markets; day-ahead; futures contracts; hydro-thermal}, URL = {http://www.euro-2009.de/}, author = {Cristina Corchero and M-Teresa Vespucci and F-Javier Heredia and Mario Innorta} }