@proceedings { ,
	title = {Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System},
	editor = {IEEE},
	volume = {1},
	year = {2010},
	month = {23/06/2010},
	pages = {1 - 6 },
	publisher = {IEEE},
	address = {Madrid},
	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; DPI2008-02153; multimarket; MIBEL; stochastic programming; futures contracts; bilateral contracts; optimal bid; paper},
	ISBN = {978-1-4244-6838-6 },
	URL = {http://dx.doi.org/10.1109/EEM.2010.5558714},
	author = {Cristina Corchero and F.-Javier Heredia}
}

