28 citations · 58 across the 4 of their papers we have counts for
4 papers
Contract design in electricity markets with high penetration of renewables: A two-stage approach
Arega Getaneh Abate, Rossana Riccardi, Carlos Ruiz
The interplay between risk aversion and financial derivatives has received increasing attention since the advent of electricity market liberalization. One important challenge in th…
Dynamic tariff-based demand response in retail electricity market under uncertainty
Arega Getaneh Abate, Rosana Riccardi, Carlos Ruiz
Demand response (DR) programs play a crucial role in improving system reliability and mitigating price volatility by altering the core profile of electricity consumption. This pape…
Contracts in Electricity Markets under EU ETS: A Stochastic Programming Approach
Arega Getaneh Abate, Rossana Riccardi, Carlos Ruiz
The European Union Emission Trading Scheme (EU ETS) is a cornerstone of the EU's strategy to fight climate change and an important device for plummeting greenhouse gas (GHG) emissi…
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…