,

especially in the pay-as-bid pricing mechanism. A previously presented only-energy bidding method is generalised in order to

model and solve a multimarket bidding problem. Considering a joint probability distribution function for energy and spinning...

a joint probability

density function for the prices of these markets. Considering pay-as-bid pricing mechanism,

the bidding problem is formulated and solved as a classic optimization problem. The results...

In the competitive environment of power industry, analysis of interactions among different

markets is useful for market policy makers to gain access to desirable designs and rules. In this paper,

the energy ...

In this paper, impacts of day-ahead market pricing on behavior of producers and
consumers in option and day-ahead markets and on option pricing are studied. To this end,
two comprehensive equilibrium models for ...