The MIIS Eprints Archive

Uplift Quadratic Program in Irish Electricity Price Setting

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:28 Nov 2011 15:31

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