Evolution of Fundamental Price Determination within Electricity Market Simulations
Electricity prices are the key instrument for coordinating electricity markets. For long-term market analyses, price determination based on fundamental unit commitment simulations is required. Within the European wholesale market, electricity prices result from a market clearing, which finds a welfa...
Main Authors: | Lothar Wyrwoll, Moritz Nobis, Stephan Raths, Albert Moser |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-09-01
|
Series: | Energies |
Subjects: | |
Online Access: | https://www.mdpi.com/1996-1073/14/17/5454 |
Similar Items
-
Considerations Regarding the Negative Prices on the Electricity Market
by: Pavel Atănăsoae, et al.
Published: (2020-12-01) -
Pan-European CVaR-Constrained Stochastic Unit Commitment in Day-Ahead and Intraday Electricity Markets
by: Moritz Nobis, et al.
Published: (2020-05-01) -
Electricity market integration and impact of renewable energy sources in the Central Western Europe region: Evolution since the implementation of the Flow-Based Market Coupling mechanism
by: Luis Corona, et al.
Published: (2022-11-01) -
The effect of variable renewable energy sources on electricity price volatility: the case of the Iberian market
by: Paulo Pereira da Silva, et al.
Published: (2019-09-01) -
Counterintuitive Test Problems for Transformed Fuzzy Number-Based Similarity Measures between Intuitionistic Fuzzy Sets
by: Hui-Chin Tang, et al.
Published: (2019-05-01)