메뉴 건너뛰기




Volumn , Issue , 2009, Pages

Short term portfolio optimization for discrete power plant dispatching

Author keywords

Balancing market; CO2 certificates; Mixed integer linear programming; Portfolio optimization; Power plant dispatch; Revenue maximization; Spot market; Transaction cost

Indexed keywords

BALANCING MARKET; CO2 CERTIFICATES; MIXED INTEGER LINEAR PROGRAMMING; PORTFOLIO OPTIMIZATION; REVENUE MAXIMIZATION; SPOT MARKET;

EID: 71849114354     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PES.2009.5275614     Document Type: Conference Paper
Times cited : (4)

References (19)
  • 1
    • 33747623533 scopus 로고    scopus 로고
    • A computationally efficient mixed-integer linear formulation for the thermal unit commitment problem. Power Systems
    • Aug
    • M. Carrion and J. Arroyo. A computationally efficient mixed-integer linear formulation for the thermal unit commitment problem. Power Systems, IEEE Transactions on, 21(3):1371-1378, Aug. 2006
    • (2006) IEEE Transactions on , vol.21 , Issue.3 , pp. 1371-1378
    • Carrion, M.1    Arroyo, J.2
  • 2
    • 0034244118 scopus 로고    scopus 로고
    • Optimal response of a thermal unit to an electricity spot market. Power Systems
    • J. Arroyo and A. Conejo. Optimal response of a thermal unit to an electricity spot market. Power Systems, IEEE Transactions on, 15(3):1098-1104
    • IEEE Transactions on , vol.15 , Issue.3 , pp. 1098-1104
    • Arroyo, J.1    Conejo, A.2
  • 3
    • 0029252684 scopus 로고
    • The generalized unit commitment problem
    • Feb
    • R. Baldick. The generalized unit commitment problem. IEEE Transactions on Power Systems, 10(1):465-475, Feb 1995
    • (1995) IEEE Transactions on Power Systems , vol.10 , Issue.1 , pp. 465-475
    • Baldick, R.1
  • 4
    • 35348828239 scopus 로고    scopus 로고
    • The European Union Emissions Trading Scheme: Origins, Allocation, and Early Results
    • A.D. Ellerman and B.K. Buchner, "The European Union Emissions Trading Scheme: Origins, Allocation, and Early Results," Review of Environmental Economics and Policy, vol. 1(1), p. 66-87, 2007.
    • (2007) Review of Environmental Economics and Policy , vol.1 , Issue.1 , pp. 66-87
    • Ellerman, A.D.1    Buchner, B.K.2
  • 6
    • 2542598480 scopus 로고    scopus 로고
    • Unit commitment-a bibliographical survey
    • May
    • N. Padhy. Unit commitment-a bibliographical survey. IEEE Transactions on Power Systems, 19(2):1196-1205, May 2004.
    • (2004) IEEE Transactions on Power Systems , vol.19 , Issue.2 , pp. 1196-1205
    • Padhy, N.1
  • 7
    • 34249928584 scopus 로고
    • Multi-stage stochastic optimization applied to energy planning
    • M.V.F. Pereira and L.M.V.G. Pinto, Multi-stage stochastic optimization applied to energy planning, Mathematical programming, 52, 359-375, 1991
    • (1991) Mathematical programming , vol.52 , pp. 359-375
    • Pereira, M.V.F.1    Pinto, L.M.V.G.2
  • 8
    • 33745684033 scopus 로고    scopus 로고
    • Unit commitment in electricity pool markets
    • Sept
    • A. Philpott and R. Schultz. Unit commitment in electricity pool markets. Mathematical Programming, 108(2):313-337, Sept. 2006.
    • (2006) Mathematical Programming , vol.108 , Issue.2 , pp. 313-337
    • Philpott, A.1    Schultz, R.2
  • 12
    • 71849093153 scopus 로고    scopus 로고
    • Energy Portfolio Optimization for Electric Utilities: Case Study for Germany," in Springer series "Energy Systems" vol 2
    • to appear
    • S. Rebennack, J. Kallrath, and P.M. Pardalos "Energy Portfolio Optimization for Electric Utilities: Case Study for Germany," in Springer series "Energy Systems" vol 2., to appear.
    • Rebennack, S.1    Kallrath, J.2    Pardalos, P.M.3
  • 13
    • 77950608985 scopus 로고    scopus 로고
    • S. W. Wallace and S.-E. Fleten. Stochastic programming (A. Ruszczynski and A. Shapiro(eds)), 10 of Handbooks in Operations Research and Management Science, chapter Stochastic programming models in energy, pages 637-677. North-Holland, 2003
    • S. W. Wallace and S.-E. Fleten. Stochastic programming (A. Ruszczynski and A. Shapiro(eds)), volume 10 of Handbooks in Operations Research and Management Science, chapter Stochastic programming models in energy, pages 637-677. North-Holland, 2003
  • 16
    • 71849092667 scopus 로고    scopus 로고
    • R. Madlener and M. Kaufmann, Power exchange spot market trading in Europe: theoretical considerations and empirical evidence. OSCOGEN Deliverable 5.1bMarch; Contract No. ENK5-CT-2000-00094, March 2002.
    • R. Madlener and M. Kaufmann, "Power exchange spot market trading in Europe: theoretical considerations and empirical evidence." OSCOGEN Deliverable 5.1bMarch; Contract No. ENK5-CT-2000-00094, March 2002.
  • 18
    • 0018032040 scopus 로고
    • Integer programming approach to the problem of optimal unit commitment with probabilistic reserve determination
    • Nov
    • T. S. Dillon, K. W. Edwin, H.-D. Kochs, and R. J. Taud. Integer programming approach to the problem of optimal unit commitment with probabilistic reserve determination. IEEE Transactions on Power Apparatus and Systems, PAS97(6):2154-2166, Nov. 1978.
    • (1978) IEEE Transactions on Power Apparatus and Systems , vol.PAS97 , Issue.6 , pp. 2154-2166
    • Dillon, T.S.1    Edwin, K.W.2    Kochs, H.-D.3    Taud, R.J.4
  • 19
    • 71849108959 scopus 로고    scopus 로고
    • N.A. Iliadis, A. Tilmant, R.M. Chabar, M.V.F. Pereira, S. Granville, Optimal operation of hydro-dominated multireservoir systems in deregulated electricity markets, In: Y. Chen ed, Proceedings of the International Conference for Reservoir Operation and River Management. Guanghzou, China
    • N.A. Iliadis, A. Tilmant, R.M. Chabar, M.V.F. Pereira, S. Granville, Optimal operation of hydro-dominated multireservoir systems in deregulated electricity markets, In: Y. Chen (ed.), Proceedings of the International Conference for Reservoir Operation and River Management. Guanghzou, China


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.