Browsing by Author "206E6F36-B99D-43F6-96E6-FE0D00CF175A"
Now showing items 1-20 of 23
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A Medium-Term Integrated Risk Management Model for a Hydrothermal Generation Company
Cabero Borrós, Jordi; Baillo Moreno, Alvaro; Cerisola Lopez De Haro, Santiago; Ventosa Rodríguez, Mariano; García Alcalde, Antonio; Perán Montero, Fernando Luis; Relaño Cobián, Gregorio (01/08/2005)This paper presents a methodology to manage the market risk faced by a hydrothermal generation company in the medium-term (one year). This risk is due to uncertainty in fuel prices, power demand, water inflows, and electricity ... -
Analysis of short-term dynamic behavior of an electricity market
Ramos Galán, Andrés; Baillo Moreno, Alvaro; López de Haro, Santiago Jesús; Rivier Abbad, Michel Luis; Ventosa Rodríguez, Mariano -
Análisis dinámico de modelos microeconómicos
Hoz Ardiz, Jorge Enrique de la (1999)La implantación de las nuevas medidas contenidas en la Ley del Sector Eléctrico del 27 de noviembre de 1997 supone pasar de una industria eléctrica fuertemente intervenida por los poderes públicos a un esquema en el que ... -
Decision support models in the electric power industry
Baíllo Moreno, Álvaro; Centeno Hernáez, Efraim; García González, Javier; Gómez San Román, Tomás; Muñoz San Roque, Antonio; Ramos Galán, Andrés (22/05/2018) -
Decision support models in the electric power industry
Baíllo Moreno, Álvaro; Centeno Hernáez, Efraim; García González, Javier; Gómez San Román, Tomás; Muñoz San Roque, Antonio; Ramos Galán, Andrés (19/10/2017) -
Electricity Markets modeling trends
Ventosa Rodríguez, Mariano; Baillo Moreno, Alvaro; Ramos Galán, Andrés; Rivier Abbad, Michel Luis (01/05/2005)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 context. This paper focuses on electricity ... -
Hydro resource management, risk aversion and equilibrium in an incomplete electricity market setting
Rodilla Rodríguez, Pablo; García González, Javier; Baillo Moreno, Alvaro; Cerisola Lopez De Haro, Santiago; Batlle López, Carlos (01/09/2015)Since the outset of power system reform, one of the main objectives of regulation has been to assess whether the market, of its own accord, can induce agents to adopt decisions that maximise social welfare. This paper ... -
Informe: DIMACS Workshop on next generation of unit commitment models
Baillo Moreno, Alvaro -
El Mercado Ibérico de Electricidad: un proyecto de integración energética
Baillo Moreno, Alvaro; Gómez San Román, Tomás (01/07/2005)La industria eléctrica de muchos países ha sido sometida recientemente a un proceso de reforma caracterizado por la introducción de competencia en dos actividades propias del sector: la generación de electricidad y su ... -
Modelado de algoritmos de descomposición con GAMS
Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés; Baillo Moreno, Alvaro -
Modeling Risk Management in Oligopolistic Electricity Markets: A Benders Decomposition Approach
Cabero Borrós, Jordi; Ventosa Rodríguez, Mariano; Cerisola Lopez De Haro, Santiago; Baillo Moreno, Alvaro (01/02/2010)This paper presents a model for addressing the market risk management problem faced by a hydrothermal generation company trading in an oligopolistic market. The risk is due to uncertainty in fuel prices, power demand, water ... -
Modeling, pricing and hedging derivatives on natural gas : an analysis of the influence of the underlying physical market
Colín Betancourt, Enrique (2014)En un entorno energético cambiante marcado por estrictas políticas regulatorias y por una preocupación generalizada por la garantía de suministro energético, el gas natural ha logrado posicionarse como la fuente de energía ... -
Optimal offering strategies for generation companies operating in electricity spot markets
Baillo Moreno, Alvaro; Ventosa Rodríguez, Mariano; Rivier Abbad, Michel Luis; Ramos Galán, Andrés (01/05/2004)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 are now forced to prepare and submit daily ... -
¿Qué es el déficit de la tarifa eléctrica? Una cuestión de confianza
Pérez Arriaga, José Ignacio; Batlle López, Carlos; Baillo Moreno, Alvaro; Vázquez Martínez, Carlos (01/06/2004)No disponible/Not available -
Regulatory intervention to ensure an efficient medium-term planning in electricity markets
Rodilla Rodríguez, Pablo; Baillo Moreno, Alvaro; Batlle López, Carlos; Cerisola Lopez De Haro, SantiagoIn the context of the security of electricity generation supply problem, the electric power system firmness has been defined as the ability of already installed facilities to supply electricity efficiently in the medium ... -
Scenario tree generation through the neural gas algorithm
Cerisola Lopez De Haro, Santiago; Latorre Canteli, Jesús María; Baillo Moreno, AlvaroThe problem of scenario tree generation is closely related to that of stochastic programming. A natural approach in stochastic programming consists of replacing the continuous random parameters that represent uncertainty ... -
Sequential cut refinement method in multistage stochastic integer programming: Application to unit commitment problem
Cerisola Lopez De Haro, Santiago; Baillo Moreno, Alvaro; Ramos Galán, Andrés; Gollmer, Ralf -
Stochastic power generation unit commitment in electricity markets: A novel formulation and comparison of solution methods
Cerisola Lopez De Haro, Santiago; Baillo Moreno, Alvaro; Fernández López, José María; Ramos Galán, Andrés; Gollmer, Ralf -
Stochastic power generation unit commitment in electricity markets: a novel formulation and comparison of solution methods
Cerisola Lopez De Haro, Santiago; Baillo Moreno, Alvaro; Fernández López, José María; Ramos Galán, Andrés; Gollmer, Ralf (01/01/2009)We propose a stochastic unit commitment model for a power generation company that takes part in an electricity spot market. The relevant feature of this model is its detailed representation of the spot market during a whole ...