A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts

Computers and Operations Research

Volumn 38, Issue 11, 2011, Pages 1501-1512

  Corchero, Cristina ^a   Heredia, F Javier ^a  

^a UNIVERSITAT POLITÈCNICA DE CATALUNYA   (Spain)

Author keywords

Electricity Day Ahead market; Futures contracts; Optimal bid; OR in energy; Stochastic programming

Indexed keywords

BIDDING STRATEGY; DAY AHEAD MARKET; ELECTRICITY INDUSTRY; EXPECTED PROFITS; FUTURES CONTRACT; GENERATION COMPANIES; MAIN CHARACTERISTICS; MARKET REGULATION; MIXED-INTEGER PROGRAMMING; OPTIMAL BID; OR IN ENERGY; POWER PLANNING; SIMULTANEOUS OPTIMIZATION; START-UPS; STOCHASTIC PROGRAMMING MODEL; THERMAL UNITS; UNIT COMMITMENTS;

COMMERCE; ELECTRIC POWER GENERATION; ELECTRICITY; INTEGER PROGRAMMING; OPTIMIZATION; PROFITABILITY; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 79952988546     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2011.01.008     Document Type: Article

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