Evaluating risk-constrained bidding strategies in adjustment spot markets for wind power producers

International Journal of Electrical Power and Energy Systems

Volumn 43, Issue 1, 2012, Pages 703-711

  Moreno, M Ángeles ^a   Bueno, Miriam ^a   Usaola, Julio ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

CVaR; Electricity markets; Imbalance prices; Risk management; Uncertainty; Wind energy

Indexed keywords

BIDDING STRATEGY; CVAR; DAY-AHEAD ELECTRICITY MARKET; ELECTRICITY MARKET; EXPECTED REVENUE; IMBALANCE PRICES; INITIAL SCHEDULE; LARGE DEVIATIONS; OPTIMAL BIDDING STRATEGY; POTENTIAL BENEFITS; POWER PRODUCER; SPOT MARKET; TOTAL REVENUE; UNCERTAINTY; WIND FARM; WIND POWER PREDICTIONS;

COMMERCE; ELECTRIC UTILITIES; RISK MANAGEMENT;

WIND POWER;

EID: 84863519620     PISSN: 01420615     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijepes.2012.05.059     Document Type: Article

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