Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System
Wed, 10/27/2010 - 11:07 — admin
| Publication Type | Proceedings Article |
| Year of Publication | 2010 |
| Authors | Cristina Corchero; F.-Javier Heredia |
| Conference Name | 7th Conference on European Energy Market EEM10 |
| Series Title | Proceedings of the 7th Conference on European Energy Market EEM10 |
| Volume | 1 |
| Pagination | 1 - 6 |
| Conference Start Date | 23/06/2010 |
| Publisher | IEEE |
| Conference Location | Madrid |
| Editor | IEEE |
| ISBN Number | 978-1-4244-6838-6 |
| Key Words | research; DPI2008-02153; multimarket; MIBEL; stochastic programming; futures contracts; bilateral contracts; optimal bid; paper |
| 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 |
| DOI | 10.1109/EEM.2010.5558714 |
| Export | Tagged XML BibTex |
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