2 papers
q-fin.GN2025
Overprocurement of balancing capacity may increase the welfare in the cross-zonal energy-reserve coallocation problem
Dávid Csercsik, Ádám Sleisz
When the traded energy and reserve products between zones are co-allocated to optimize the infrastructure usage, both deterministic and stochastic flows have to be accounted for on…
econ.GN2025
Optimal bidding in multiperiod day-ahead electricity markets assuming non-uniform uncertainty of clearing prices
Dávid Csercsik, Mihály András Vághy
In a recent publication, using a simple two-period model, which is already capable to capture essential non-convex multiperiod bids, Richstein et al. have shown that in the case of…