Abstract

This chapter considers a price-taker power producer that trades in an electricity pool and provides models for weekly scheduling, contracting, and daily offering. On a weekly basis, a stochastic programming model is formulated to derive the on–off schedule of the production units, the contracting for the entire week and the offering curves for Monday day-ahead market. On a daily basis, a different stochastic programming model is formulated to derive the offering curve in the day-ahead markets of weekdays other than Monday. As a spinoff of the daily model, offering curves for adjustment markets within each day are also derived. Two illustrative examples clarify the models proposed.

Autore Pugliese

• Triki Chefi

Tutti gli autori

• C. Triki , A. Conejo , L. Garces

Titolo volume/Rivista

Science+Business Media

Anno di pubblicazione

2011

ISSN

Non Disponibile

ISBN

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Numero di citazioni Wos

Nessuna citazione

Ultimo Aggiornamento Citazioni

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Numero di citazioni Scopus

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Ultimo Aggiornamento Citazioni

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Settori ERC

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Codici ASJC

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