Search Results for author: Tiziano Vargiolu

Found 3 papers, 0 papers with code

Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities

no code implementations18 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.

Efficient representation of supply and demand curves on day-ahead electricity markets

no code implementations2 Feb 2020 Mariia Soloviova, Tiziano Vargiolu

Our paper aims to model supply and demand curves of electricity day-ahead auction in a parsimonious way.

Pricing Reliability Options under different electricity prices' regimes

no code implementations12 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.

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