[BOOK][B] Energy and power risk management: New developments in modeling, pricing, and hedging
A Eydeland, K Wolyniec - 2002 - books.google.com
Praise for Energy and Power Risk Management" Energy and Power Risk Management
identifies and addresses the key issues in the development of the turbulent energy industry …
identifies and addresses the key issues in the development of the turbulent energy industry …
Oligopolistic competition in power networks: a conjectured supply function approach
Conjectured supply function (CSF) models of competition among power generators on a
linearized DC network are presented. As a detailed survey of the power market modeling …
linearized DC network are presented. As a detailed survey of the power market modeling …
Optimal offer construction in electricity markets
In this paper we study strategies for generators making offers into electricity markets in
circumstances where both the demand for electricity and the behaviour of competing …
circumstances where both the demand for electricity and the behaviour of competing …
Understanding how generation flexibility and renewable energy affect power market competition
We study supply function competition among conventional power generators with different
levels of flexibility and the impact of intermittent renewable power generation on the …
levels of flexibility and the impact of intermittent renewable power generation on the …
Stochastic behaviour of the electricity bid stack: from fundamental drivers to power prices
We develop a fundamental model for spot electricity prices, based on stochastic processes
for underlying factors (fuel prices, power demand and generation capacity availability), as …
for underlying factors (fuel prices, power demand and generation capacity availability), as …
The large-scale integration of wind generation: Impacts on price, reliability and dispatchable conventional suppliers
This work examines the effects of large-scale integration of wind powered electricity
generation in a deregulated energy-only market on loads (in terms of electricity prices and …
generation in a deregulated energy-only market on loads (in terms of electricity prices and …
Efficiency loss in market mechanisms for resource allocation
R Johari - 2004 - dspace.mit.edu
This thesis addresses a problem at the nexus of engineering, computer science, and
economics: in large scale, decentralized systems, how can we efficiently allocate scarce …
economics: in large scale, decentralized systems, how can we efficiently allocate scarce …
A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
MP Nowak, R Schultz, M Westphalen - Optimization and Engineering, 2005 - Springer
We develop a two-stage stochastic integer programming model for the simultaneous
optimization of power production and day-ahead power trading in a hydro-thermal system …
optimization of power production and day-ahead power trading in a hydro-thermal system …
Supply function equilibria: Step functions and continuous representations
In most electricity markets generators must submit step-function offers to a uniform price
auction. These markets are often modelled as simpler pure-strategy Supply Function …
auction. These markets are often modelled as simpler pure-strategy Supply Function …
[PDF][PDF] Power exchange spot market trading in Europe: theoretical considerations and empirical evidence
R Madlener, M Kaufmann - OSCOGEN (Optimisation of …, 2002 - oscogen.ethz.ch
This paper discusses exchange-based spot market trading of electricity in Western Europe,
both from a theoretical and an empirical perspective. The theoretical section contains a …
both from a theoretical and an empirical perspective. The theoretical section contains a …