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A trader portfolio optimization of bilateral contracts in electricity retail markets

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dc.contributor.authorAlgarvio, Hugo
dc.contributor.authorLopes, Fernando
dc.contributor.authorSousa, Jorge A. M.
dc.contributor.authorLagarto, João
dc.date.accessioned2015-08-19T10:49:27Z
dc.date.available2015-08-19T10:49:27Z
dc.date.issued2014-12
dc.description.abstractElectricity 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.por
dc.identifier.citationALGARVIO, 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.
dc.identifier.urihttp://hdl.handle.net/10400.21/4851
dc.language.isoengen
dc.peerreviewedyespor
dc.publisherIEEE - Institute of Electrical and Electronics Engineers Inc.por
dc.relation.ispartofseries6974836
dc.subjectBilateral Contractspor
dc.subjectElectricity Marketspor
dc.subjectOptimizationpor
dc.subjectPoolpor
dc.subjectPortfolio of Clientspor
dc.subjectTraderpor
dc.titleA trader portfolio optimization of bilateral contracts in electricity retail marketspor
dc.typeconference object
dspace.entity.typePublication
oaire.citation.conferencePlaceNew Yorkpor
oaire.citation.endPage118por
oaire.citation.startPage114por
oaire.citation.titleProceedings - International Workshop on Database and Expert Systems Applications, DEXApor
person.familyNameAlgarvio
person.familyNameSousa
person.familyNameLagarto
person.givenNameHugo
person.givenNameJorge A. M.
person.givenNameJoão
person.identifier707203
person.identifier2750231
person.identifier.ciencia-idB01D-304F-6CD3
person.identifier.ciencia-idF816-08E3-B045
person.identifier.ciencia-id0512-2920-3C9E
person.identifier.orcid0000-0002-4129-838X
person.identifier.orcid0000-0002-1110-6586
person.identifier.orcid0000-0002-7047-6210
person.identifier.ridM-1020-2015
person.identifier.scopus-author-id55940825700
person.identifier.scopus-author-id24758947600
rcaap.rightsclosedAccesspor
rcaap.typeconferenceObjectpor
relation.isAuthorOfPublicationb8a3509d-f3ad-4b3e-9d19-8834b715be56
relation.isAuthorOfPublication69325e43-1f4e-4c1c-8c69-159ac3f93066
relation.isAuthorOfPublication174bfcee-266b-483c-bc13-f187a886014d
relation.isAuthorOfPublication.latestForDiscoveryb8a3509d-f3ad-4b3e-9d19-8834b715be56

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ISEL - Eng. Electrotécn. - Comunicações