@inbook{cee1c9dc9d354c888309983cd0f55998,
title = "Short-term trading for electricity producers",
abstract = "This chapter considers a price-taker power producer that trades in an electricity pool and provides models for weekly scheduling, contracting, and daily offering. On a weekly basis, a stochastic programming model is formulated to derive the on–off schedule of the production units, the contracting for the entire week and the offering curves for Monday day-ahead market. On a daily basis, a different stochastic programming model is formulated to derive the offering curve in the day-ahead markets of weekdays other than Monday. As a spinoff of the daily model, offering curves for adjustment markets within each day are also derived. Two illustrative examples clarify the models proposed.",
keywords = "CVaR, Daily offering, Multi-stage stochastic programming, Price-taker power producer, Risk, Weekly contracting, Weekly scheduling",
author = "Chefi Triki and Conejo, {Antonio J.} and Garc{\'e}s, {Lina P.}",
note = "Publisher Copyright: {\textcopyright} Springer Science+Business Media, LLC 2011.",
year = "2011",
doi = "10.1007/978-1-4419-9586-5_9",
language = "English",
series = "International Series in Operations Research and Management Science",
publisher = "Springer New York LLC",
pages = "181--201",
booktitle = "International Series in Operations Research and Management Science",
}