0457024 20240103211948.320160229235959.9 000376799500014 5 s. P cav_un_epca*0457023978-80-248-3865-6Part I.124-128OstravaVŠB-Technická univerzita Ostrava2015 energy markets wind energy day-ahead bidding uncertainty two-stage stochastic programming cav_un_auth*0280972 Ekonometrie Department of Econometrics E E Department of Decision Making Theory 100 Branda Martin UTIA-B K Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2015/E/branda-0457024.pdf cav_un_auth*0321507 GA15-00735S GA ČR Wind resources energy production is highly influenced by uncertain weather conditions. We provide several simple models for bidding on day-ahead energy markets, which take into account the uncertainty. The obtained optimal bids and bidding curve are based not only on the point prediction, but also on the forecasted distribution of generated energy. We relate the resulting problems to two-stage stochastic programs with simple recourse. cav_un_auth*0328627 International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./ 07.09.2015-08.09.2015 Ostrava CZ BB 2016 1 PR RVO:67985556 http://hdl.handle.net/11104/0257712 S 2015 000376799500014 WOS cav_un_epca*0457023 Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava Part I. 978-80-248-3865-6 124 128 Ostrava VŠB-Technická univerzita Ostrava 2015