Assessment of Risk involved with Bidding Strategies of a Genco in a Day Ahead Market
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| 024 | 7 | 0 | |a 10.2202/1553-779X.1004 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.2202/1553-779X.1004 | ||
| 245 | 0 | 0 | |a Assessment of Risk involved with Bidding Strategies of a Genco in a Day Ahead Market |h [Elektronische Daten] |c [R. G. Karandikar, A. R. Abhyankar, S. A. Khaparde, P. Nagaraju] |
| 520 | 3 | |a In a deregulated power industry a Genco bids in the optimal fashion in a day ahead market. The net gain is decided by Market Clearing Price (MCP) which in turn is dictated by other participants and prevailing market conditions. In this paper, the feasible set of bid strategies is evaluated for risk. Risk is quantified as the variation from expected amount of return from the market settlements for an hour. The problem is formulated for multiple participants using efficient frontier method. The risk evaluation is done for two sample systems with three and six Gencos. The results help in choosing a maximum return with minimum risk policy. | |
| 540 | |a ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston | ||
| 690 | 7 | |a Bidding Strategies |2 nationallicence | |
| 690 | 7 | |a Market Clearing Price |2 nationallicence | |
| 690 | 7 | |a Risk Assessment |2 nationallicence | |
| 690 | 7 | |a Efficient Frontier |2 nationallicence | |
| 700 | 1 | |a Karandikar |D R. G. |u Indian Institute of technology Bombay, Mumbai, India |4 aut | |
| 700 | 1 | |a Abhyankar |D A. R. |u Indian Institute of Technology Bombay, India |4 aut | |
| 700 | 1 | |a Khaparde |D S. A. |u Indian Institute of Technology, Bombay |4 aut | |
| 700 | 1 | |a Nagaraju |D P. |u Imperial College, London |4 aut | |
| 773 | 0 | |t International Journal of Emerging Electric Power Systems |d De Gruyter |g 1/1(2004-09-23) |q 1:1 |1 2004 |2 1 |o ijeeps | |
| 856 | 4 | 0 | |u https://doi.org/10.2202/1553-779X.1004 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.2202/1553-779X.1004 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Karandikar |D R. G. |u Indian Institute of technology Bombay, Mumbai, India |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Abhyankar |D A. R. |u Indian Institute of Technology Bombay, India |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Khaparde |D S. A. |u Indian Institute of Technology, Bombay |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Nagaraju |D P. |u Imperial College, London |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t International Journal of Emerging Electric Power Systems |d De Gruyter |g 1/1(2004-09-23) |q 1:1 |1 2004 |2 1 |o ijeeps | ||
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| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||