@techreport { , title = {Optimal day-ahead bidding strategy in the MIBEL's multimarket energy production system}, year = {2010}, month = {07/2010}, pages = {6}, organization = {Research report DR 2010/**, Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/8390. Universitat Politècnica de Catalunya}, 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; electricity markets; multimarkets; day-ahead market; intraday market; AGC market; stochastic programming}, URL = {http://hdl.handle.net/2117/8390 }, author = {Cristina Corchero and F.-Javier Heredia} }