53 citations · 78 across the 5 of their papers we have counts for
5 papers
Modelling an electricity market oligopoly with a competitive fringe and generation investments
Mel T. Devine, Sauleh Siddiqui
Market power behaviour often occurs in modern wholesale electricity markets. Mixed Complementarity Problems (MCPs) have been typically used for computational modelling of market po…
A bicriteria perspective on L-Penalty Approaches - A corrigendum to Siddiqui and Gabriel's L-Penalty Approach for Solving MPECs
Kerstin Dächert, Sauleh Siddiqui, Javier Saez-Gallego +2
This paper presents a corrigendum to Theorems 2 and 3 in Siddiqui S, Gabriel S (2013), An SOS1-Based Approach for Solving MPECs with a Natural Gas Market Application, Networks and…
Convex Hull, IP and European Electricity Pricing in a European Power Exchanges setting with efficient computation of Convex Hull Prices
Mehdi Madani, Carlos Ruiz, Sauleh Siddiqui +1
This paper introduces a computationally efficient comparative approach to classical pricing rules for day-ahead electricity markets, namely Convex Hull Pricing, IP Pricing and Euro…
Sensitivity and Covariance in Stochastic Complementarity Problems with an Application to Natural Gas Markets
Sriram Sankaranarayanan, Felipe Feijoo, Sauleh Siddiqui
We provide an efficient method to approximate the covariance between decision variables and uncertain parameters in solutions to a general class of stochastic nonlinear complementa…
An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
Daniel Huppmann, Sauleh Siddiqui
We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooper…