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Short-Term Trading for Electricity Producers

In: Stochastic Optimization Methods in Finance and Energy

Author

Listed:
  • Chefi Triki

    (University of Salento)

  • Antonio J. Conejo

    (University of Castilla-La Mancha)

  • Lina P. Garcés

    (Paulista State University)

Abstract

This chapter considers a price-taker power producer that trades in an electricity pool and provides models for weekly scheduling, contracting, and daily offering. On a weekly basis, a stochastic programming model is formulated to derive the on–off schedule of the production units, the contracting for the entire week and the offering curves for Monday day-ahead market. On a daily basis, a different stochastic programming model is formulated to derive the offering curve in the day-ahead markets of weekdays other than Monday. As a spinoff of the daily model, offering curves for adjustment markets within each day are also derived. Two illustrative examples clarify the models proposed.

Suggested Citation

  • Chefi Triki & Antonio J. Conejo & Lina P. Garcés, 2011. "Short-Term Trading for Electricity Producers," International Series in Operations Research & Management Science, in: Marida Bertocchi & Giorgio Consigli & Michael A. H. Dempster (ed.), Stochastic Optimization Methods in Finance and Energy, edition 1, chapter 0, pages 181-201, Springer.
    • Handle: RePEc:spr:isochp:978-1-4419-9586-5_9
    DOI: 10.1007/978-1-4419-9586-5_9
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