Coordinate Day-ahead Bidding with Continuous Intraday Trading
New research on how to calculate optimal day-ahead bids that account for the option to rebalance a portfolio in the EPEX SPOT continuous intraday market.
Optimal Gas Storage Valuation
Learn how to calculate the extrinsic value of storage when using an empirical model of term structure dynamics.
Optimal Bidding of Virtual Power Plants
Learn how virtual power plants can optimize their bidding strategy under uncertainty about future electricity prices and wind power generation.
Long-term Hydro-thermal Planning
Learn how making compromises in model selection affects solution quality and how to make a hydro-thermal planning robust against a mis-specified inflow process.
Optimal Hydropower Planning in Electricity Markets
Learn how to optimize a hydropower planning in hourly time granularity under uncertainty about day-ahead electricity prices and natural inflows.