[HTML][HTML] Electricity price forecasting: A review of the state-of-the-art with a look into the future

R Weron - International journal of forecasting, 2014 - Elsevier
A variety of methods and ideas have been tried for electricity price forecasting (EPF) over the
last 15 years, with varying degrees of success. This review article aims to explain the …

Electricity market modeling trends

M Ventosa, A Baıllo, A Ramos, M Rivier - Energy policy, 2005 - Elsevier
The trend towards competition in the electricity sector has led to efforts by the research
community to develop decision and analysis support models adapted to the new market …

Oligopolistic competition in power networks: a conjectured supply function approach

CJ Day, BF Hobbs, JS Pang - IEEE Transactions on power …, 2002 - ieeexplore.ieee.org
Conjectured supply function (CSF) models of competition among power generators on a
linearized DC network are presented. As a detailed survey of the power market modeling …

Conjectural-variations equilibria in electricity, natural-gas, and carbon-emission markets

S Chen, AJ Conejo, Z Wei - IEEE Transactions on Power …, 2021 - ieeexplore.ieee.org
We study the equilibria reached in electricity, natural-gas, and carbon-emission markets,
where power producers simultaneously participate in these three markets. We use a …

Electricity market equilibrium based on conjectural variations

CA Díaz, J Villar, FA Campos, J Reneses - Electric power systems research, 2010 - Elsevier
Many of the models used for the representation of the generation companies' behavior in
oligopolistic electricity markets are based on conjectural variation equilibria, which are a …

Network-constrained Cournot models of liberalized electricity markets: the devil is in the details

K Neuhoff, J Barquin, MG Boots, A Ehrenmann… - Energy Economics, 2005 - Elsevier
Numerical models of transmission-constrained electricity markets are used to inform
regulatory decisions. How robust are their results? Three research groups used the same …

Optimal offering strategies for generation companies operating in electricity spot markets

A Baillo, M Ventosa, M Rivier… - IEEE Transactions on …, 2004 - ieeexplore.ieee.org
An unprecedented process of reforms has shaken the power industry during the last two
decades. In order to sell the energy produced by their plants, many generation companies …

Basic theoretical foundations and insights on bilevel models and their applications to power systems

D Pozo, E Sauma, J Contreras - Annals of Operations Research, 2017 - Springer
Decision making in the operation and planning of power systems is, in general,
economically driven, especially in deregulated markets. To better understand the …

Generation capacity expansion in liberalized electricity markets: A stochastic MPEC approach

S Wogrin, E Centeno, J Barquín - IEEE Transactions on Power …, 2011 - ieeexplore.ieee.org
This paper proposes a bilevel model to assist a generation company in making its long-term
generation capacity investment decisions considering uncertainty regarding the investments …

Capacity expansion equilibria in liberalized electricity markets: an EPEC approach

S Wogrin, J Barquín, E Centeno - IEEE Transactions on Power …, 2012 - ieeexplore.ieee.org
This paper presents a novel way to model the generation capacity expansion problem in a
liberalized framework via a multi-year bilevel equilibrium model. In the upper level the …