@article { ,
	title = {Multistage stochastic bid model for a wind-thermal power producer},
	editor = {F-Javier Heredia},
	year = {2021},
	month = {18/10/2021},
	type = {MSc Thesis},
	address = {Facultat de matemàtiques i Estadística},
	abstract = { For many political and economic reasons, over the last decades, electricity markets in developed countries have been liberalised. Markets regulated by governments in which prices were set by the competent authority are now the exception. In this new setting, electricity agents, both consumers and producers, compete to maximise their protability in a series of auctions designed to efficiently match supply and demand. Many energy producers manage together wind and thermal generation units to meet their contractual obligations such as bilateral contracts, as well as bid on the electric market to sell their production capacity. This master thesis explore different multi-stage stochastic programming models for generation companies to nd optimal bid functions in electric spot markets. The explored models not only capture the uncertainty of electric prices of different markets and
financial products, but also couples together wind and thermal generation units, offering producers that combine both technologies a more suitable approach to nd their best possible bidding strategy among the space of possible actions.},
	keywords = {teaching; electricity markets; multistage stochastic programming},
	URL = {http://hdl.handle.net/2117/356940},
	author = {Ignasi Mañé Bosch}
}

