1 citations · 1 across the 3 of their papers we have counts for
3 papers
q-fin.PR2014
The impact of startup costs and the grid operator on the power price equilibrium
Miha Troha, Raphael Hauser
In this paper we propose a quadratic programming model that can be used for calculating the term structure of electricity prices while explicitly modeling startup costs of power pl…
q-fin.PR2014
Calculation of a power price equilibrium
Miha Troha, Raphael Hauser
In this paper we propose a tractable quadratic programming formulation for calculating the equilibrium term structure of electricity prices. We rely on a theoretical model describe…
math.OC2014★ 1 cited
The existence and uniqueness of a power price equilibrium
Miha Troha, Raphael Hauser
We propose a term structure power price model that, in contrast to widely accepted no-arbitrage based approaches, accounts for the non-storable nature of power. It belongs to a cla…