Morales, Juan M.; Zugno, Marco; Pineda, Salvador; … - In: European Journal of Operational Research 235 (2014) 3, pp. 765-774
In this paper, we consider an electricity market that consists of a day-ahead and a balancing settlement, and includes a number of stochastic producers. We first introduce two reference procedures for scheduling and pricing energy in the day-ahead market: on the one hand, a conventional...
