@techreport { ,
	title = {Optimal day-ahead bidding strategy in the MIBEL's multimarket energy production system},
	year = {2010},
	month = {07/2010},
	pages = {6},
	organization = {Research report DR 2010/**, Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/8390. Universitat Politècnica de Catalunya},
	abstract = {A Generation Company (GenCo) can participate in
the Iberian Electricity Market (MIBEL) through different mechanisms and pools: the bilateral contracts, the physical derivatives products at the Derivatives Market, the bids to the Day-Ahead Market, the Intraday Markets or the Ancillary Services Markets. From the short-term generation planning point of view, the most important problem to solve is the bidding strategy for the Day-Ahead Market (DAM) given that the 85% of the physical energy traded in Spain is negotiated in it, but this participation cannot be tackled independently of other subsequent markets.},
	keywords = {research; electricity markets; multimarkets; day-ahead market; intraday market; AGC market; stochastic programming},
	URL = {http://hdl.handle.net/2117/8390 },
	author = {Cristina Corchero and F.-Javier Heredia}
}

