eprintid: 392
rev_number: 9
eprint_status: archive
userid: 7
dir: disk0/00/00/03/92
datestamp: 2011-11-28 15:31:03
lastmod: 2015-05-29 20:00:52
status_changed: 2011-11-28 15:31:03
type: report
metadata_visibility: show
item_issues_count: 0
creators_name: Carey, M.
creators_name: Houghton, C.
creators_name: Jablonska, M.
creators_name: Kinsella, J.
title: Uplift Quadratic Program in Irish Electricity Price Setting
ispublished: pub
subjects: finance
studygroups: esgi70
full_text_status: public
abstract: Bord Gis required a deeper insight into the dynamics of Uplift prices. The aim of the group was to apply a variety of analytical tools to the problem in order to satisfy Bord Gis requirements. The group conducted a KKT Optimality Analysis of the quadratic program used to determine the Uplift prices, performed statistical analysis to identify the binding constraints and their sensitives to the Uplift prices, simulated a synthetic stochastic process that is consistent with the Uplift pricing series and investigated alternative objective functions for the quadratic program.
date: 2009
citation:   Carey, M. and Houghton, C. and Jablonska, M. and Kinsella, J.  (2009) Uplift Quadratic Program in Irish Electricity Price Setting.  [Study Group Report]     
document_url: http://miis.maths.ox.ac.uk/miis/392/1/ESGI70_4.pdf