Financial transmission rights in convex pool markets.
From MaRDI portal
Publication:1417587
DOI10.1016/j.orl.2003.06.002zbMath1067.91031OpenAlexW2082628692MaRDI QIDQ1417587
Geoffrey Pritchard, Andy B. Philpott
Publication date: 5 January 2004
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2003.06.002
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Liquidity risks on power exchanges: a generalized Nash equilibrium model ⋮ Payment mechanisms for electricity markets with uncertain supply ⋮ Modelling network constrained economic dispatch problems ⋮ A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties ⋮ Price-region bids in electricity markets
Cites Work
This page was built for publication: Financial transmission rights in convex pool markets.
