Multimarket optimal bidding for a power producer
By M.A. Plazas, Antonio J. Conejo, F. Prieto. IEEE Transactions on Power Systems, 2005
175 citations recorded by the source corpus.
Subfields: Electrical and Electronic Engineering
View Paper: https://www.semanticscholar.org/paper/2daeefc3752602d10bd51400a2da07f8c3152a72
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Electrical and Electronic Engineering
- Antonio J. Conejo
- Mohammad Shahidehpour
- Zuyi Li
- Tao Li
- Mohamed A. El-Sharkawi
- Ali Taleb Al-Awami
- Juan M. Morales
- Miguel Carrión
Citations in the corpus
- Optimal Bidding Strategies for Hydro-Electric Producers: A Literature Survey (2014, background): “• an exact representation of the future revenue function; • more market details, including secondary and reserve markets (see [72] and [73]); • nonlinearities due to head effects of the reservoirs (see [74]); • additional uncertainties (i.”
- 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].”
- Economic assessment of concentrated solar power technologies: A review (2017, unknown): “These uncertainty models are typically used in conjunction with stochastic programming [78,82,101] and/or robust optimization [78,80,102] techniques to construct resilient CSP operating policies and bidding curves.”
- Economic Impact of Electricity Market Price Forecasting Errors: A Demand-Side Analysis (2010, unknown): “For example, in [11]–[13], market prices are modeled using time series models, and scenario-based techniques are employed to derive optimal operational strategies.”
- Coordinated Trading of Wind and Thermal Energy (2011, methodology): “In [7] and [18], time series models were used to generate energy price scenarios, thus coupling among consecutive hours is considered.”
- Short-Term Trading for a Wind Power Producer (2010, methodology): “For this purpose, variables representing the power traded in this market for each time period are made dependant on scenarios , as in [20] or [21], and the following constraints are added to model (16)–(21):”
- Risk-Constrained Bidding Strategy With Stochastic Unit Commitment (2007, methodology): “while, models in [13]–[15] were risk-neutral in the sense that the objective was to maximize expected payoffs.”