Stochastic optimization of trading strategies in sequential electricity markets
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Publication:6167426
DOI10.1016/j.ejor.2022.10.040MaRDI QIDQ6167426
Dogan Keles, Emil Kraft, Marianna Russo, Valentin Bertsch
Publication date: 10 July 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://publikationen.bibliothek.kit.edu/1000134346/118497909
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Cites Work
- Bidding in sequential electricity markets: the Nordic case
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
- A survey of stochastic modelling approaches for liberalised electricity markets
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- Day-ahead market bidding taking the balancing power market into account
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
- Introduction to Stochastic Programming
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
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