We consider the problem of jointly optimizing the daily production planning and energy supplymanagement of an industrial complex, with manufacturing processes, renewable energies and energystorage system. It is naturally formulated as a mixed-integer multistage stochastic problem. This problem...

We construct a model of strategic behavior in sequential markets which exhibits a persistent forward price premium. On the spot market, producers wield market power while purchasers are price takers. Producers with forward commitments have less incentive to raise prices on the spot market....

We present a model of a purchaser of electricity in Norway, bidding into a wholesale electricity pool market that operates a day ahead of dispatch. The purchaser must arrange purchase for an uncertain demand that occurs the following day. Deviations from the day-ahead purchase are bought in a...