Price computation in electricity auctions with complex rules: An analysis of investment signals
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DOI: 10.1016/j.enpol.2017.02.003
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Cited by:
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- Villalobos, Cristian & Negrete-Pincetic, Matías & Figueroa, Nicolás & Lorca, Álvaro & Olivares, Daniel, 2021. "The impact of short-term pricing on flexible generation investments in electricity markets," Energy Economics, Elsevier, vol. 98(C).
- Eldridge, B. & O’Neill, R. & Hobbs, B., 2018. "Pricing in Day-Ahead Electricity Markets with Near-Optimal Unit Commitment," Cambridge Working Papers in Economics 1872, Faculty of Economics, University of Cambridge.
- Marshman, Daniel & Brear, Michael & Jeppesen, Matthew & Ring, Brendan, 2020. "Performance of wholesale electricity markets with high wind penetration," Energy Economics, Elsevier, vol. 89(C).
- Chris Johnathon & Ashish Prakash Agalgaonkar & Joel Kennedy & Chayne Planiden, 2021. "Analyzing Electricity Markets with Increasing Penetration of Large-Scale Renewable Power Generation," Energies, MDPI, vol. 14(22), pages 1-15, November.
- Hansol Shin & Tae Hyun Kim & Kyuhyeong Kwag & Wook Kim, 2021. "A Comparative Study of Pricing Mechanisms to Reduce Side-Payments in the Electricity Market: A Case Study for South Korea," Energies, MDPI, vol. 14(12), pages 1-19, June.
- Brito-Pereira, Paulo & Rodilla, Pablo & Mastropietro, Paolo & Batlle, Carlos, 2022. "Self-fulfilling or self-destroying prophecy? The relevance of de-rating factors in modern capacity mechanisms," Applied Energy, Elsevier, vol. 314(C).
- Mays, Jacob & Morton, David P. & O’Neill, Richard P., 2021. "Investment effects of pricing schemes for non-convex markets," European Journal of Operational Research, Elsevier, vol. 289(2), pages 712-726.
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Keywords
Electricity auctions; Investment signals; Side payments; Integer decisions; Marginal cost;All these keywords.
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