Hybrid Bottom-Up/Top-Down Modeling of Prices in Deregulated Wholesale Power Markets

DOI10.1007/978-3-642-12686-4_8zbMath1359.90026OpenAlexW192038972MaRDI QIDQ2974419

James Tipping, E. Grant Read

Publication date: 7 April 2017

Published in: Handbook of Power Systems II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-12686-4_8

zbMATH Keywords

estimationsimulationtime seriesforecastingmean reversionreservoir managementstochastic modelhybridelectricity priceCournot gaminghydromarginal water value

Mathematics Subject Classification ID

Economic time series analysis (91B84) Stochastic programming (90C15) Stochastic network models in operations research (90B15) Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (1)

Dispatch planning using newsvendor dual problems and occupation times: application to hydropower

Cites Work

• Multi-stage stochastic optimization applied to energy planning
• Electricity prices and power derivatives: evidence from the Nordic Power Exchange

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