%0 Generic %D 2010 %T Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System %A Corchero, Cristina %A Heredia, F.-Javier %C Madrid %E IEEE %I IEEE %K research; DPI2008-02153; multimarket; MIBEL; stochastic programming; futures contracts; bilateral contracts; optimal bid; paper %P 1 - 6 %S Proceedings of the 7th Conference on European Energy Market EEM10 %U http://dx.doi.org/10.1109/EEM.2010.5558714 %V 1 %X 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. %8 23/06/2010 %@ 978-1-4244-6838-6