@conference { ,
	title = {A mixed-integer stochastic programming model for the day-ahead and futures energy markets coordination},
	year = {2007},
	month = {08/07/2007},
	publisher = {The Association of European Operational Research Societies},
	type = {Oral presentacion},
	address = {Prague, Czech Republic},
	abstract = {The participation in spot-market and in financial markets has traditionally been studied independently but there are some evidences that indicate it could be interesting a joint approach. We propose a methodology based on stochastic mixed-integer programming to coordinate the day-ahead market and the physical futures contracts. It gives the optimal bid for the spot-market as long as the simultaneous optimization for power planning production and day-ahead market bidding for the thermal units of a price-taker generation company. 
Implementation details and some first computational experiences for small real cases are presented.},
	keywords = {stochastic programming; electricity markets; day-ahead market; future contracts; research},
	URL = {http://euro2007.vse.cz/},
	author = {Corchero, C.  and Heredia, F. J.}
}

