dc.contributor.author | Aasgård, Ellen Krohn | |
dc.date.accessioned | 2019-02-14T11:53:37Z | |
dc.date.available | 2019-02-14T11:53:37Z | |
dc.date.created | 2018-11-20T15:45:09Z | |
dc.date.issued | 2018 | |
dc.identifier.isbn | 978-3-030-03310-1 | |
dc.identifier.uri | http://hdl.handle.net/11250/2585439 | |
dc.description.abstract | Power producers with flexible production systems such as hydropower may sell their output in the day–ahead and balancing power markets. We present how the coordination of trades across multiple markets may be described as a stochastic program. Focus is on how the information structure inherent in the multi–market setting is represented through the scenario tree and mathematical modelling. In the model, each market is represented by a price or premium and an upper limit on the volume that can be traded at the given price. We illustrate our modelling by comparing coordinated versus sequential bidding strategies. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | Springer Nature | nb_NO |
dc.title | Coordinated Hydropower Bidding in the Day-Ahead and Balancing Market | nb_NO |
dc.title.alternative | Coordinated Hydropower Bidding in the Day-Ahead and Balancing Market | nb_NO |
dc.type | Chapter | nb_NO |
dc.description.version | submittedVersion | nb_NO |
dc.source.pagenumber | 85 | nb_NO |
dc.identifier.doi | 10.1007/978-3-030-03311-8_3 | |
dc.identifier.cristin | 1632817 | |
dc.relation.project | Norges forskningsråd: 243964 | nb_NO |
dc.description.localcode | This chapter will not be available due to copyright restrictions (c) 2018 by Springer | nb_NO |
cristin.unitcode | 194,60,25,0 | |
cristin.unitname | Institutt for industriell økonomi og teknologiledelse | |
cristin.ispublished | true | |
cristin.fulltext | preprint | |
cristin.qualitycode | 1 | |