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