scholarly journals Prediction of market-clearing price using neural networks based methods and boosting algorithms

2021 ◽  
Vol 5 (2) ◽  
pp. 240-246
Author(s):  
Aslı BORU İPEK
Energy ◽  
2021 ◽  
Vol 227 ◽  
pp. 120386
Author(s):  
Xiaohui Lu ◽  
Yang Yang ◽  
Peifang Wang ◽  
Yiming Fan ◽  
Fangzhong Yu ◽  
...  

Author(s):  
V. Kalyanasundaram ◽  
K. Vijayakumar ◽  
Pradeep Vishnuram ◽  
P. Kanakaraj

2020 ◽  
Vol 162 ◽  
pp. 01006
Author(s):  
Dávid Csercsik

In this paper we propose a possible alternative for conventional pay-as-clear type multiunit auctions commonly used for the clearing of day-ahead power exchanges, and analyse some of its characteristic features in comparison with conventional clearing. In the proposed framework, instead of the concept of the uniform market clearing price, we introduce limit prices separately for supply and demand bids, and in addition to the power balance constraint, we formulate constraints for the income balance of the market. The total traded quantity is used as the objective function of the formulation. The concept is demonstrated on a simple example and is compared to the conventional approach in small-scale market simulations.


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