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.
In their article "Gas Storage Valuation in Incomplete Markets" Nils Löhndorf and David Wozabal propose a multistage stochastic programming model for extrinsic valuation and optimization of natural...
Learn how to calculate the extrinsic value of storage when using an empirical model of term structure dynamics.
Learn how virtual power plants can optimize their bidding strategy under uncertainty about future electricity prices and wind power generation.