Forward contracts for electricity and their correlation with spot markets

2003 IEEE Bologna PowerTech - Conference Proceedings

Volumn 1, Issue , 2003, Pages 322-327

  Palamarchuk, S I ^a  

^a ENERGY SYSTEMS INSTITUTE   (Russian Federation)

Author keywords

Bidding curve; Contract pricing; Contract scheduling; Dynamic programming; Electricity market; Flexible forward contract; Stochastic optimization

Indexed keywords

BIDDING CURVE; CONTRACT PRICING; ELECTRICITY MARKET; FORWARD CONTRACT; STOCHASTIC OPTIMIZATIONS;

CURVE FITTING; DYNAMIC PROGRAMMING; OPTIMIZATION; SCHEDULING; STOCHASTIC SYSTEMS;

COMMERCE;

EID: 84861513359     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PTC.2003.1304152     Document Type: Conference Paper

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