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Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer

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Cited by:

  1. Ioannis Boukas & Damien Ernst & Thibaut Th'eate & Adrien Bolland & Alexandre Huynen & Martin Buchwald & Christelle Wynants & Bertrand Corn'elusse, 2020. "A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding," Papers 2004.05940, arXiv.org.
  2. Nils Löhndorf & David Wozabal & Stefan Minner, 2013. "Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming," Operations Research, INFORMS, vol. 61(4), pages 810-823, August.
  3. Daniel F. Salas & Warren B. Powell, 2018. "Benchmarking a Scalable Approximate Dynamic Programming Algorithm for Stochastic Control of Grid-Level Energy Storage," INFORMS Journal on Computing, INFORMS, vol. 30(1), pages 106-123, February.
  4. Kraft, Emil & Russo, Marianna & Keles, Dogan & Bertsch, Valentin, 2023. "Stochastic optimization of trading strategies in sequential electricity markets," European Journal of Operational Research, Elsevier, vol. 308(1), pages 400-421.
  5. Cruise, James R. & Flatley, Lisa & Zachary, Stan, 2018. "Impact of storage competition on energy markets," European Journal of Operational Research, Elsevier, vol. 269(3), pages 998-1012.
  6. Herding, Robert & Ross, Emma & Jones, Wayne R. & Charitopoulos, Vassilis M. & Papageorgiou, Lazaros G., 2023. "Stochastic programming approach for optimal day-ahead market bidding curves of a microgrid," Applied Energy, Elsevier, vol. 336(C).
  7. Laureen Deman & Quentin Boucher & Sonia Djebali & Guillaume Guerard & C?dric Clastres, 2023. "Bidding strategy of storage hydropower plants in reserve markets," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2023(2), pages 77-101.
  8. Muche, Thomas, 2014. "Optimal operation and forecasting policy for pump storage plants in day-ahead markets," Applied Energy, Elsevier, vol. 113(C), pages 1089-1099.
  9. Käki, Anssi & Kemppainen, Katariina & Liesiö, Juuso, 2019. "What to do when decision-makers deviate from model recommendations? Empirical evidence from hydropower industry," European Journal of Operational Research, Elsevier, vol. 278(3), pages 869-882.
  10. Keles, Dogan & Dehler-Holland, Joris, 2022. "Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming," Energy Economics, Elsevier, vol. 106(C).
  11. Kristine Klock Fleten & Ellen Krohn Aasgård & Liyuan Xing & Hanne Høie Grøttum & Stein-Erik Fleten & Odd Erik Gundersen, 2024. "Applying and benchmarking a stochastic programming-based bidding strategy for day-ahead hydropower scheduling," Computational Management Science, Springer, vol. 21(2), pages 1-24, December.
  12. Cristina Corchero & Eugenio Mijangos & F.-Javier Heredia, 2013. "A new optimal electricity market bid model solved through perspective cuts," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 84-108, April.
  13. Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2022. "Short-term risk management of electricity retailers under rising shares of decentralized solar generation," Energy Economics, Elsevier, vol. 109(C).
  14. Martin Biel & Mikael Johansson, 2022. "Efficient Stochastic Programming in Julia," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 1885-1902, July.
  15. Li, Gong & Shi, Jing & Qu, Xiuli, 2011. "Modeling methods for GenCo bidding strategy optimization in the liberalized electricity spot market–A state-of-the-art review," Energy, Elsevier, vol. 36(8), pages 4686-4700.
  16. Kaya, Anil & Conejo, Antonio J. & Rebennack, Steffen, 2026. "Fifty years of power systems optimization," European Journal of Operational Research, Elsevier, vol. 329(1), pages 1-23.
  17. Kovacevic, Raimund M. & Pflug, Georg Ch., 2014. "Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches," European Journal of Operational Research, Elsevier, vol. 237(2), pages 389-403.
  18. Xie, Y.L. & Xia, D.H. & Ji, L. & Zhou, W.N. & Huang, G.H., 2017. "An inexact cost-risk balanced model for regional energy structure adjustment management and resources environmental effect analysis-a case study of Shandong province, China," Energy, Elsevier, vol. 126(C), pages 374-391.
  19. Fleten, Stein-Erik & Haugstvedt, Daniel & Steinsbø, Jens Arne & Belsnes, Michael & Fleischmann, Franziska, 2011. "Bidding hydropower generation: Integrating short- and long-term scheduling," MPRA Paper 44450, University Library of Munich, Germany.
  20. Andrea Molocchi, 2023. "Valuing the social cost of carbon: Do economists really care about climate change?," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2023(2), pages 41-76.
  21. Boomsma, Trine Krogh & Juul, Nina & Fleten, Stein-Erik, 2014. "Bidding in sequential electricity markets: The Nordic case," European Journal of Operational Research, Elsevier, vol. 238(3), pages 797-809.
  22. Tryggvi Jónsson & Pierre Pinson & Henrik Madsen & Henrik Aalborg Nielsen, 2014. "Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression," Energies, MDPI, vol. 7(9), pages 1-25, August.
  23. Ellen Krohn Aasgård, 2017. "Hydropower Bidding Using Linearized Start-Ups," Energies, MDPI, vol. 10(12), pages 1-13, November.
  24. Felix Schmidt, 2025. "On long-duration storage, weather uncertainty and limited foresight," Papers 2505.12538, arXiv.org, revised Jun 2025.
  25. Ottesen, Stig Ødegaard & Tomasgard, Asgeir & Fleten, Stein-Erik, 2016. "Prosumer bidding and scheduling in electricity markets," Energy, Elsevier, vol. 94(C), pages 828-843.
  26. Andreas Welling, 2017. "Green Finance: Recent developments, characteristics and important actors," FEMM Working Papers 170002, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  27. Chinmoy, Lakshmi & Iniyan, S. & Goic, Ranko, 2019. "Modeling wind power investments, policies and social benefits for deregulated electricity market – A review," Applied Energy, Elsevier, vol. 242(C), pages 364-377.
  28. Schachter, J.A. & Mancarella, P., 2016. "A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 261-271.
  29. Kumbartzky, Nadine & Schacht, Matthias & Schulz, Katrin & Werners, Brigitte, 2017. "Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market," European Journal of Operational Research, Elsevier, vol. 261(1), pages 390-404.
  30. Lima, Ricardo M. & Novais, Augusto Q. & Conejo, Antonio J., 2015. "Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach," European Journal of Operational Research, Elsevier, vol. 240(2), pages 457-475.
  31. Andreas Dietrich & Christian Furtwängler & Christoph Weber, "undated". "Thesenpapier: Managing combined power and heat portfolios in sequential spot power markets under uncertainty," EWL Working Papers 2003, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
  32. Shao, Lingjie & Wu, Junle & Ma, Jinghan & Yu, Shengjie & Li, Mengsi, 2025. "Valuation and optimal operation of power investment projects with and without volume constraints under one-factor model," Energy, Elsevier, vol. 330(C).
  33. Narajewski, Michał & Ziel, Florian, 2022. "Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs," Energy Economics, Elsevier, vol. 110(C).
  34. Nedaei, Mojtaba & Walsh, Philip R., 2022. "Technical performance evaluation and optimization of a run-of-river hydropower facility," Renewable Energy, Elsevier, vol. 182(C), pages 343-362.
  35. Kuttner, Leopold, 2022. "Integrated scheduling and bidding of power and reserve of energy resource aggregators with storage plants," Applied Energy, Elsevier, vol. 321(C).
  36. Rintamäki, Tuomas & Siddiqui, Afzal S. & Salo, Ahti, 2020. "Strategic offering of a flexible producer in day-ahead and intraday power markets," European Journal of Operational Research, Elsevier, vol. 284(3), pages 1136-1153.
  37. Gro Klæboe & Jørgen Braathen & Anders Lund Eriksrud & Stein-Erik Fleten, 2022. "Day-ahead market bidding taking the balancing power market into account," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 683-703, October.
  38. Thomas Hübner & Gabriela Hug, 2026. "Package Bids in Combinatorial Electricity Auctions: Selection, Welfare Losses, and Alternatives," Operations Research, INFORMS, vol. 74(1), pages 56-71, January.
  39. Ivan Rajšl & Perica Ilak & Marko Delimar & Slavko Krajcar, 2012. "Dispatch Method for Independently Owned Hydropower Plants in the Same River Flow," Energies, MDPI, vol. 5(9), pages 1-17, September.
  40. Ellen Krohn Aasgård & Hans Ivar Skjelbred, 2020. "Progressive hedging for stochastic programs with cross-scenario inequality constraints," Computational Management Science, Springer, vol. 17(1), pages 141-160, January.
  41. Catalão, J.P.S. & Pousinho, H.M.I. & Mendes, V.M.F., 2011. "Hydro energy systems management in Portugal: Profit-based evaluation of a mixed-integer nonlinear approach," Energy, Elsevier, vol. 36(1), pages 500-507.
  42. Mostafa Bakhtvar & Amer Al-Hinai, 2021. "Robust Operation of Hybrid Solar–Wind Power Plant with Battery Energy Storage System," Energies, MDPI, vol. 14(13), pages 1-18, June.
  43. Bohlayer, Markus & Fleschutz, Markus & Braun, Marco & Zöttl, Gregor, 2020. "Energy-intense production-inventory planning with participation in sequential energy markets," Applied Energy, Elsevier, vol. 258(C).
  44. Mitra, Sovan & Lim, Sungmook & Karathanasopoulos, Andreas, 2019. "Regression based scenario generation: Applications for performance management," Operations Research Perspectives, Elsevier, vol. 6(C).
  45. Xiaojia Guo & Alexandros Beskos & Afzal Siddiqui, 2016. "The natural hedge of a gas-fired power plant," Computational Management Science, Springer, vol. 13(1), pages 63-86, January.
  46. Escudero, Laureano F. & Monge, Juan F. & Rodríguez-Chía, Antonio M., 2020. "On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty," European Journal of Operational Research, Elsevier, vol. 287(1), pages 262-279.
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