Pages that link to "Item:Q296886"
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The following pages link to Bidding in sequential electricity markets: the Nordic case (Q296886):
Displaying 14 items.
- On the determination of European day ahead electricity prices: the Turkish case (Q319508) (← links)
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling (Q323521) (← links)
- Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account (Q545525) (← links)
- Stochastic short-term hydropower planning with inflow scenario trees (Q1751942) (← links)
- Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market (Q1753586) (← links)
- A deep reinforcement learning framework for continuous intraday market bidding (Q2071376) (← links)
- Day-ahead market bidding taking the balancing power market into account (Q2085825) (← links)
- Optimal bidding functions for renewable energies in sequential electricity markets (Q2125362) (← links)
- Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming (Q2140221) (← links)
- Strategic offering of a flexible producer in day-ahead and intraday power markets (Q2178147) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- The value of flexible selling: power production with storage for spinning reserve provision (Q2329489) (← links)
- Intraday power trading: toward an arms race in weather forecasting? (Q6103186) (← links)
- Stochastic optimization of trading strategies in sequential electricity markets (Q6167426) (← links)
