Pan-European CVaR-Constrained Stochastic Unit Commitment in Day-Ahead and Intraday Electricity Markets
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- Despoina I. Makrygiorgou & Nikos Andriopoulos & Ioannis Georgantas & Christos Dikaiakos & George P. Papaioannou, 2020. "Cross-Border Electricity Trading in Southeast Europe Towards an Internal European Market," Energies, MDPI, vol. 13(24), pages 1-18, December.
- Yuya Tanigawa & Narayanan Krishnan & Eitaro Oomine & Atushi Yona & Hiroshi Takahashi & Tomonobu Senjyu, 2023. "Clustering Method for Load Demand to Shorten the Time of Annual Simulation," Energies, MDPI, vol. 16(5), pages 1-22, February.
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Keywords
benders decomposition; conditional value at risk; forecasting errors; intraday markets; Lagrangian relaxation; stochastic mixed integer programming; unit commitment;All these keywords.
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