Developing Robust Bidding Strategy for Virtual Bidders in Day-Ahead Electricity Markets

Purely financial players without any physical assets can participate in day-ahead electricity markets as virtual bidders. They can arbitrage the price difference between day-ahead (DA) and real-time (RT) markets to maximize profits. Virtual bidders encounter various monetary risks and uncertainties...

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Bibliographic Details
Main Authors: Hossein Mehdipourpicha, Siyuan Wang, Rui Bo
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Open Access Journal of Power and Energy
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9514619/