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Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market

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  • Garcia-Gonzalez, Javier
  • Parrilla, Ernesto
  • Mateo, Alicia

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  • Garcia-Gonzalez, Javier & Parrilla, Ernesto & Mateo, Alicia, 2007. "Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1354-1369, September.
    • Handle: RePEc:eee:ejores:v:181:y:2007:i:3:p:1354-1369
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    References listed on IDEAS

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    1. Eduardo Schwartz & James E. Smith, 2000. "Short-Term Variations and Long-Term Dynamics in Commodity Prices," Management Science, INFORMS, vol. 46(7), pages 893-911, July.
    2. Fabra, Natalia & Toro, Juan, 2005. "Price wars and collusion in the Spanish electricity market," International Journal of Industrial Organization, Elsevier, vol. 23(3-4), pages 155-181, April.
    3. Matthias Nowak & Werner Römisch, 2000. "Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty," Annals of Operations Research, Springer, vol. 100(1), pages 251-272, December.
    4. Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70.
    5. Stein W. Wallace & Stein-Erik Fleten, 2002. "Stochastic programming in energy," GE, Growth, Math methods 0201001, University Library of Munich, Germany, revised 13 Nov 2003.
    6. J. Medina & A. Conejo & F. Pérez Thoden & J. González del Santo, 1994. "Medium-term hydro-thermal coordination via hydro and thermal subsystem decomposition," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(1), pages 133-149, June.
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