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dc.contributor.authorEngmark, Edda
dc.contributor.authorSandven, Hanne
dc.contributor.authorFleten, Stein-Erik
dc.contributor.authorKlæboe, Gro
dc.date.accessioned2019-01-29T09:10:25Z
dc.date.available2019-01-29T09:10:25Z
dc.date.created2018-10-04T13:15:38Z
dc.date.issued2018
dc.identifier.isbn978-1-5386-1488-4
dc.identifier.urihttp://hdl.handle.net/11250/2582750
dc.description.abstractThis paper describes a multistage stochastic mixed integer programming problem for a hydro power producer that maximizes profit in the low liquid intraday market and balancing market. A comprehensive modelling framework with an internal rolling horizon is presented and the continuous intraday market is modelled using stochastic residual demand curves.nb_NO
dc.language.isoengnb_NO
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)nb_NO
dc.relation.ispartof2018 15th International Conference on the European Energy Market - EEM
dc.titleStochastic Multistage Bidding Optimisation in an Intraday Market with Limited Liquiditynb_NO
dc.title.alternativeStochastic Multistage Bidding Optimisation in an Intraday Market with Limited Liquiditynb_NO
dc.typeChapternb_NO
dc.description.versionacceptedVersionnb_NO
dc.identifier.doi10.1109/EEM.2018.8469997
dc.identifier.cristin1617937
dc.relation.projectNorges forskningsråd: 245284nb_NO
dc.description.localcode© 2018 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.nb_NO
cristin.unitcode194,60,25,0
cristin.unitcode194,63,20,0
cristin.unitnameInstitutt for industriell økonomi og teknologiledelse
cristin.unitnameInstitutt for elkraftteknikk
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.qualitycode1


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