Tag Archives: electricity

Contract Design In Electricity Markets With Excessive Penetration Of Renewables: A Two-stage Strategy

If there may be one lesson that emerged from the 2008 crisis, it is that there are some intervals in market history where there are actually no completely safe havens left and investors should settle for the least stomach churning

Extremal Dependence In Australian Electricity Markets

The global optimization is solved by concatenating and minimizing the product of the complementarity constraints subject to the remaining equality and inequality KKT optimality circumstances from the CVaR formulation, and the closed-kind solutions obtained from the spot market equilibrium. Our

Extremal Dependence In Australian Electricity Markets

In Marshall (1920), its namesake describes a theory of market clearing during which the buyer-seller matches that generate the most important surplus – i.e. the most internet utility between the pair – occur first, and so on down.111This dynamic eventually