Bidding strategy with forecast technology based on support vector machine in the electricity market

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 15, 2008, Pages 3874-3881

  Gao, Ciwei ^a   Bompard, Ettore ^b   Napoli, Roberto ^b   Wan, Qiulan ^a   Zhou, Jian ^c  

^a SOUTHEAST UNIVERSITY   (China)

^b POLITECNICO DI TORINO   (Italy)

^c Yangzhong Power Distribution Company   (China)

Author keywords

Electricity market; Price forecast; Strategic bidding; Support vector machine

Indexed keywords

MARKETING; NUMERICAL METHODS; RISK MANAGEMENT; SUPPORT VECTOR MACHINES;

ELECTRICITY MARKET; PRICE FORECASTING; PRICE FORECASTING ACCURACY; STRATEGIC BIDDING;

ELECTRICITY;

EID: 42649099613     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.02.080     Document Type: Article

References (5)

1. Chattopadhyay D. Multicommodity spatial Cournot model for generator bidding analysis. IEEE Transactions on Power Systems 19 1 (2004) 267-275
2. De la Torre S., Contreras J., and Conejo A.J. Finding multiperiod Nash equilibria in pool-based electricity markets. IEEE Transactions on Power Systems 19 1 (2004) 643-651
3. David A.K., and Fushuan W. Strategic Bidding in Competitive Electricity Markets: A Literature Survey vol. 4 (2002) pp. 2168-2173
4. Catalão J.P.S., Mariano S.J.P.S., Mendes V.M.F., and Ferreira L.A.F.M. Short-term electricity prices forecasting in a competitive market: A neural network approach. Electric Power Systems Research 77 10 (2007) 1297-1304
5. Gao C., Bompard E., Napoli R., and Cheng H. Price forecast in the competitive electricity market by support vector machine. Physica A: Statistical Mechanics and its Applications 382 1 (2007) 98-113