A bilevel programming approach to price decoupling in Pay-as-Clear markets, with application to day-ahead electricity markets-Reference-Cited by-同舟云学术

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A bilevel programming approach to price decoupling in Pay-as-Clear markets, with application to day-ahead electricity markets

Published:2024-11 Issue:1 Volume:319 Page:316-331
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Frangioni Antonio^ORCID,Lacalandra Fabrizio^ORCID

Funder

European Union

Ministero dell’Istruzione, dell’Università e della Ricerca

Publisher

Elsevier BV

Reference16 articles.

1. An agent-based simulation of power generation company behavior in electricity markets under different market-clearing mechanisms;Aliabadi;Energy Policy,2017

2. Julia: A fresh approach to numerical computing;Bezanson;SIAM Review,2017

3. Bilevel optimization;Dempe,2020

4. A bilevel programming approach to price decoupling in pay-as-clear markets, with application to day-ahead electricity markets;Frangioni,2022

5. Complementarity modeling in energy markets;Gabriel,2013

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