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Orientador(es)
Resumo(s)
Electricity markets are systems for effecting the purchase and sale of electricity using supply and demand to set energy prices. Two major market models are often distinguished: pools and bilateral contracts. Pool prices tend to change quickly and variations are usually highly unpredictable. In this way, market participants often enter into bilateral contracts to hedge against pool price volatility. This article addresses the challenge of optimizing the portfolio of clients managed by trader agents. Typically, traders buy energy in day-ahead markets and sell it to a set of target clients, by negotiating bilateral contracts involving three-rate tariffs. Traders sell energy by considering the prices of a reference week and five different types of clients. They analyze several tariffs and determine the best share of customers, i.e., the share that maximizes profit. © 2014 IEEE.
Descrição
Palavras-chave
Bilateral Contracts Electricity Markets Optimization Pool Portfolio of Clients Trader
Contexto Educativo
Citação
ALGARVIO, Hugo; [et al] – A trader portfolio optimization of bilateral contracts in electricity retail markets. In Proceedings - International Workshop on Database and Expert Systems Applications. New York : IEEE - Institute of Electrical and Electronics Engineers Inc., 2014. ISSN: 1529-4188. Art. nr. 6974836, p- 114-118.
Editora
IEEE - Institute of Electrical and Electronics Engineers Inc.