Carey, M. and Houghton, C. and Jablonska, M. and Kinsella, J. (2009) Uplift Quadratic Program in Irish Electricity Price Setting. [Study Group Report]
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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.
| Item Type: | Study Group Report |
|---|---|
| Problem Sectors: | Finance |
| Study Groups: | European Study Group with Industry > ESGI 70 (Limerick, Ireland, Jun 28-Jul 3, 2009) |
| ID Code: | 392 |
| Deposited By: | Dr Kamel Bentahar |
| Deposited On: | 28 Nov 2011 15:31 |
| Last Modified: | 29 May 2015 20:00 |
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