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Two new published papers on electricity markets

The following two new papers, developed as a part of the research project DPI2008-02153, have been published recently:

  • M. Pilar Munyoz, Cristina Corchero, F.-Javier Heredia, Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid. International Statistical Review, 81: 289–306. 2013. doi: 10.1111/insr.12014. Preprint available at  http://hdl.handle.net/2117/3047.
  • C. Corchero, Eugenio Mijangos, F. J. Heredia, A new optimal electricity market bid model solved though perspective cuts,Top, vol. 21, Issue 1, pp 84-108, 2013. DOI: 10.1007/s11750-011-0240-6. Preprint available at Report DR 2011/04.