Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System

Wed, 10/27/2010 - 11:07 — admin

Publication Type	Proceedings Article
Year of Publication	2010
Authors	Cristina Corchero; F.-Javier Heredia
Conference Name	7th Conference on European Energy Market EEM10
Series Title	Proceedings of the 7th Conference on European Energy Market EEM10
Volume	1
Pagination	1 - 6
Conference Start Date	23/06/2010
Publisher	IEEE
Conference Location	Madrid
Editor	IEEE
ISBN Number	978-1-4244-6838-6
Key Words	research; DPI2008-02153; multimarket; MIBEL; stochastic programming; futures contracts; bilateral contracts; optimal bid; paper
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.
URL	Click Here
DOI	10.1109/EEM.2010.5558714
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F.-Javier Heredia - Academic web site