Optimal day-ahead bidding strategy in the MIBEL's multimarket energy production system
Thu, 07/29/2010 - 12:14 — admin
| Publication Type | Report |
| Year of Publication | 2010 |
| Authors | Cristina Corchero; F.-Javier Heredia |
| Pages | 6 |
| Date | 07/2010 |
| Reference | Research report DR 2010/**, Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/8390. Universitat Politècnica de Catalunya |
| Prepared for | Published by the IEEE at the proceedings of the 7th Conference on European Energy Market EEM10, Madrid, Spain |
| Key Words | research; electricity markets; multimarkets; day-ahead market; intraday market; AGC market; stochastic programming |
| 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. |
| URL | Click Here |
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