IDEAS home Printed from https://ideas.repec.org/p/arx/papers/2402.12859.html
   My bibliography  Save this paper

ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty -- Balancing Modules

Author

Listed:
  • Florent Cogen
  • Emily Little
  • Virginie Dussartre
  • Quentin Bustarret

Abstract

The ATLAS model simulates the various stages of the electricity market chain in Europe, including the formulation of offers by different market actors, the coupling of European markets, strategic optimization of production portfolios and, finally, real-time system balancing processes. ATLAS was designed to simulate the various electricity markets and processes that occur from the day ahead timeframe to real-time with a high level of detail. Its main aim is to capture impacts from imperfect actor coordination, evolving forecast errors and a high-level of technical constraints -- both regarding different production units and the different market constraints. This working paper describes the simulated balancing processes in detail and is the second part of the ATLAS documentation.

Suggested Citation

  • Florent Cogen & Emily Little & Virginie Dussartre & Quentin Bustarret, 2024. "ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty -- Balancing Modules," Papers 2402.12859, arXiv.org.
  • Handle: RePEc:arx:papers:2402.12859
    as

    Download full text from publisher

    File URL: http://arxiv.org/pdf/2402.12859
    File Function: Latest version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Emily Little & Florent Cogen & Quentin Bustarret & Virginie Dussartre & Maxime L^aasri & Gabriel Kasmi & Marie Girod & Frederic Bienvenu & Maxime Fortin & Jean-Yves Bourmaud, 2024. "ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty," Papers 2402.12848, arXiv.org.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Emily Little & Florent Cogen & Quentin Bustarret & Virginie Dussartre & Maxime L^aasri & Gabriel Kasmi & Marie Girod & Frederic Bienvenu & Maxime Fortin & Jean-Yves Bourmaud, 2024. "ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty," Papers 2402.12848, arXiv.org.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      More about this item

      NEP fields

      This paper has been announced in the following NEP Reports:

      Statistics

      Access and download statistics

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2402.12859. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.