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Optimal Pricing in Electrical Networks over Space and Time

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Author Info
Roger E. Bohn
Michael C. Caramanis
Fred C. Schweppe
Abstract

An electrical system is modelled with a transmission network, customers, central generators, and independent generators. The system is subject to stochastic failures and stochastic demand parameters. Optimal spot prices are derived for the system. They vary stochastically with space and time, and depend on electrical load flow patterns. The price difference between two locations or two voltage levels, and the wheeling charge between them, will change magnitude and sometimes sign over time, as a function of events throughout the network. Current spatial pricing methods are significantly different from the spot-price-based methods derived here.

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Publisher Info
Article provided by The RAND Corporation in its journal RAND Journal of Economics.

Volume (Year): 15 (1984)
Issue (Month): 3 (Autumn)
Pages: 360-376
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:rje:randje:v:15:y:1984:i:autumn:p:360-376

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  1. Vladimir Kazakov & Anatoly M. Tsirlin, 2007. "Optimal Dispatch in Electricity Markets," Research Paper Series 206, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  2. Joskow, Paul & Tirole, Jean, 2004. "Merchant Transmission Investment," IDEI Working Papers 263, Institut d'Économie Industrielle (IDEI), Toulouse.
    Other versions:
  3. Robert H. Patrick & Frank A. Wolak, 2001. "Estimating the Customer-Level Demand for Electricity Under Real-Time Market Prices," NBER Working Papers 8213, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Richard Gilbert & Karsten Neuhoff & David Newbery, 2002. "Mediating Market Power in Electricity Networks," Department of Economics, Working Paper Series 1047, Department of Economics, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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  5. Neuhoff, K., 2003. "Integrating Transmission and Energy Markets Mitigates Market Power," Cambridge Working Papers in Economics 0310, Faculty of Economics, University of Cambridge. [Downloadable!]
  6. Markus Ksoll & Klaus Schöler, 2001. "Alternative Organisation zweistufiger Strommmärkte - Ein räumliches Marktmodell bei zweidimensionaler Verteilung der Nachfrage -," Volkswirtschaftliche Diskussionsbeiträge 47, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät. [Downloadable!]
  7. Brunekreeft, G. & Neuhoff, K. & Newbery, D., 2004. "Electricity transmission: an overview of the current debate," Cambridge Working Papers in Economics 0463, Faculty of Economics, University of Cambridge. [Downloadable!]
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  8. Makoto TANAKA, 2005. "Optimal Transmission Capacity under Nodal Pricing and Incentive Regulation for Transco," Discussion papers 05021, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
  9. Newbery, D., 2004. "Electricity Liberalisation in Britain: the quest for a satisfactory wholesale market design," Cambridge Working Papers in Economics 0469, Faculty of Economics, University of Cambridge. [Downloadable!]
  10. Neuhoff, K., 2002. "Optimal congestion treatment for bilateral electricity trading," Cambridge Working Papers in Economics 0214, Faculty of Economics, University of Cambridge. [Downloadable!]
  11. Noussair, Charles & Porter, David., 1990. "Allocating Priority with Auctions: An Experimental Analysis," Working Papers 747, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
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  12. Markus Ksoll, 2001. "Two stages of uniform delivered pricing and a monopolistic network in competitive electricity markets," ERSA conference papers ersa01p280, European Regional Science Association. [Downloadable!]
  13. repec:mop:credwp:09.01.80 is not listed on IDEAS
  14. Brunekreeft, G., 2003. "Market-based Investment in Electricity Transmission Networks: Controllable Flow," Cambridge Working Papers in Economics 0340, Faculty of Economics, University of Cambridge. [Downloadable!]
  15. Rómulo Chumacero & Ricardo Paredes & José Miguel Sánchez, 2000. "Regulación para Crisis de Abastecimiento: Lecciones del Racionamiento Eléctrico en Chile," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(111), pages 323-338. [Downloadable!]
  16. C.K. Woo & Brian Horii & Ira Horowitz, 2002. "The Hopkinson tariff alternative to TOU rates in the Israel Electric Corporation," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 23(1), pages 9-19. [Downloadable!]
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