| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0457024 |
| utime |
20240103211948.3 |
| mtime |
20160229235959.9 |
| WOS |
000376799500014 |
| title
(primary) (eng) |
Day-ahead bidding on energy markets - a basic model and its extension to bidding curve |
| specification |
| page_count |
5 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0457023 |
| ISBN |
978-80-248-3865-6 |
| title
|
Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava |
| part_title |
Part I. |
| page_num |
124-128 |
| publisher |
| place |
Ostrava |
| name |
VŠB-Technická univerzita Ostrava |
| year |
2015 |
|
|
| keyword |
energy markets |
| keyword |
wind energy |
| keyword |
day-ahead bidding |
| keyword |
uncertainty |
| keyword |
two-stage stochastic programming |
| author
(primary) |
| ARLID |
cav_un_auth*0280972 |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Decision Making Theory |
| share |
100 |
| name1 |
Branda |
| name2 |
Martin |
| institution |
UTIA-B |
| garant |
K |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0321507 |
| project_id |
GA15-00735S |
| agency |
GA ČR |
|
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0328627 |
| name |
International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./ |
| dates |
07.09.2015-08.09.2015 |
| place |
Ostrava |
| country |
CZ |
|
| RIV |
BB |
| reportyear |
2016 |
| num_of_auth |
1 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0257712 |
| confidential |
S |
| arlyear |
2015 |
| mrcbU34 |
000376799500014 WOS |
| mrcbU63 |
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 |
|