Optimal selling price and energy procurement strategies for a retailer in an electricity market
作者： A.R. Hatami , H. Seifi , M.K. Sheikh-El-Eslami
DOI: 10.1016/J.EPSR.2008.06.003
关键词:
摘要: In an electricity market, the retailer sets up contracts with wholesale side for purchasing and customers its selling. This paper proposes a mathematical method based on mixed-integer stochastic programming to determine optimal sale price of procurement policy specified period. The has multiple choices procurement, such as spot forward contracts, call options self-production. Risk is considered modeled by conditional value-at-risk methodology. Also, competition between retailers using market share function. A case study illustrated demonstrate capability proposed method.
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