Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
DOI10.1007/s10287-009-0108-5zbMath1214.91151OpenAlexW1983437610MaRDI QIDQ545525
Stein-Erik Fleten, Eduardo Faria
Publication date: 22 June 2011
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9058
stochastic programmingmixed integer programmingGARCHelbaselectricity auctionshydroelectric scheduling
Statistical methods; risk measures (91G70) Applications of mathematical programming (90C90) Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial science and mathematical finance (91G99)
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