Forward Contracting and Selling Price Determination for a Retailer

By Miguel Carrión, Antonio J. Conejo, J. M. Arroyo. IEEE Transactions on Power Systems, 2007

239 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/20e9bcd4ad804804071600224e627f76528dafd7

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In Electrical and Electronic Engineering

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Citations in the corpus

A Bilevel Stochastic Programming Approach for Retailer Futures Market Trading (2009, methodology): “Moreover, the interested reader is referred to [11] and [17] for further details on the CVaR modeling.”
Optimal Involvement in Futures Markets of a Power Producer (2008, background): “Related papers using stochastic programming to make decisions in electric markets include [2], [3] and [10].”
Optimization of Electricity Retailer's Contract Portfolio Subject to Risk Preferences (2010, unknown): “retailer setting by [46]–[49].”
Enterprise-wide optimization for industrial demand side management: Fundamentals, advances, and perspectives (2016, background): “, 2015; Carrión et al., 2007; Hatami et al., 2009b), the literature is scarce in papers considering the consumer’s perspective. Conejo et al. (2005) solve a mediumterm electricity procurement problem that considers a set of bilateral contracts, hourly changing spot prices, and the possibility of pro”
Risk-Constrained Profit Maximization for Microgrid Aggregators With Demand Response (2015, background): “The CVaR at α confidence level can be integrated into the risk-neutral problem by modifying the objective function as follows [24] , [26], [30], [37]:”
Scenario Reduction for Futures Market Trading in Electricity Markets (2009, methodology): “A detailed description of the mathematical formulation of this problem is provided in [2].”
Real-Time Demand Response Model (2010, background): “The role of a retailer basically consists in purchasing energy from the electricity markets to resell it to their clients at a price as competitive as possible, thus assuming the risk associated with market prices [20], [21].”