no code implementations • 18 Nov 2023 • Almendra Awerkin, Paolo Falbo, Tiziano Vargiolu
Under this framework all the energy produced by a REC is sold to the market, and all the energy consumed must be paid to retailers: self-consumption occurs only 'virtually', thanks a money compensation (paid by a central authority) for every MWh produced and consumed by the REC in the same hour.
no code implementations • 2 Feb 2020 • Mariia Soloviova, Tiziano Vargiolu
Our paper aims to model supply and demand curves of electricity day-ahead auction in a parsimonious way.
no code implementations • 12 Sep 2019 • Luisa Andreis, Maria Flora, Fulvio Fontini, Tiziano Vargiolu
We finally perform sensitivity analyses to highlight the impact of the level and volatility of both power and strike price, of the mean reversion speeds and of the correlation coefficient on the Reliability Options' value.