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dc.contributor.authorAasgård, Ellen Krohn
dc.date.accessioned2019-04-04T13:23:31Z
dc.date.available2019-04-04T13:23:31Z
dc.date.created2019-02-19T09:38:03Z
dc.date.issued2019
dc.identifier.isbn978-3-030-03311-8
dc.identifier.urihttp://hdl.handle.net/11250/2593366
dc.description.abstractPower 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.isoengnb_NO
dc.publisherSpringer Naturenb_NO
dc.relation.ispartofProceedings of the 6th International Workshop on Hydro Scheduling in Competitive Electricity Markets
dc.titleCoordinated Hydropower Bidding in the Day-Ahead and Balancing Marketnb_NO
dc.typeChapternb_NO
dc.description.versionacceptedVersionnb_NO
dc.source.pagenumber16-25nb_NO
dc.identifier.doihttps://doi.org/10.1007/978-3-030-03311-8_3
dc.identifier.cristin1678592
dc.relation.projectNorges forskningsråd: 243964nb_NO
dc.description.localcodeThis is a post-peer-review, pre-copyedit version of an article published in Proceedings of the 6th International Workshop on Hydro Scheduling in Competitive Electricity Markets. Locked until 1.11.2019 due to copyright restrictions. The final authenticated version is available online at: https://doi.org/10.1007/978-3-030-03311-8_3nb_NO
cristin.unitcode194,60,25,0
cristin.unitnameInstitutt for industriell økonomi og teknologiledelse
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.qualitycode1


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