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2021

2020

2019

2018

2017

Market power and forward prices (replaced)

Forward commodity trading with private information

2016

Supply function equilibrium with taxed benefits (updated) (html)

Operations Research 2017, 65:1, 1–18

Operations Research 2017, 65:1, 1–18

Non-invasive test scheduling of the grid over live electricity markets (pdf)

Interfaces (DOI 10.1287/inte.2016.0865)

Interfaces (DOI 10.1287/inte.2016.0865)

Investment and generation optimization in electricity systems with intermittent supply (updated)
(pdf)

Integrating consumption and reserve strategies for large consumers in electricity markets

Lecture Notes in Economics and Mathematical Systems, 2016, 682, pp 23–30

Lecture Notes in Economics and Mathematical Systems, 2016, 682, pp 23–30

A column generation approach for solving generation expansion planning problems with high renewable energy penetration (html)

Electric Power Systems Research, 136, Pages 232–241

Electric Power Systems Research, 136, Pages 232–241

Electricity retail contracting under risk aversion (html)

European Journal of Operations Research, 251(3):846–859 (2016)

European Journal of Operations Research, 251(3):846–859 (2016)

Pricing wind: a revenue adequate, cost recovering uniform auction for electricity markets with intermittent generation
(html)

Investment and generation optimization in electricity systems with intermittent supply (updated)
(pdf)

2015

Supply function equilibrium with taxed benefits (replaced)

Boomer-Consumer: a model for load consumption and reserve offers in reserve constrained electricity markets (link)

Computational Management Science 09/2015; DOI:10.1007/s10287–015–0241–2

Computational Management Science 09/2015; DOI:10.1007/s10287–015–0241–2

Supply function equilibria in networks with transport constraints (updated)

Investment and generation optimization in electricity systems with intermittent supply (replaced)
(pdf)

2014

On the convergence of decomposition methods for
multistage stochastic convex programs (updated) (pdf)

2013

The effects of stochastic market clearing on the cost of wind
integration: a case of New Zealand electricity market
(pdf)

Deterministic vs stochastic settlement approaches to
market clearing mechanisms under demand uncertainty (pdf) (companion)

Models for estimating the performance of
electricity markets with hydro-electric reservoir
storage (updated) (pdf)

Models for estimating the performance of
electricity markets with hydro-electric reservoir
storage (replaced)

2012

Line capacity expansion and transmission switching in power systems with large-scale wind power (revision) (pdf)

2011

Line capacity expansion and transmission switching in power systems with large-scale wind power (pdf)

Short-term variations in wind power: Some quantile-type models for probabilistic forecasting (link)

Wind Energy, Volume 14, 2, 255–269 (2011)

Wind Energy, Volume 14, 2, 255–269 (2011)

2010

2009

Infrastructure Improvements and Total Welfare in an Electricity Market with Fuel Network (link)

IEEE Transactions on Power Systems, 25(3):1337–1349 (2010)

IEEE Transactions on Power Systems, 25(3):1337–1349 (2010)

A single-settlement energy-only electric power market for unpredictable and intermittent participants (pdf)

2008

Carbon Charges in Electricity Markets with Strategic Behavior and Transmission (link)

The Energy Journal, 31(4):159–166 (2010)

The Energy Journal, 31(4):159–166 (2010)

2007

2006

On Cournot equilibria in electricity transmission networks (link)

Operations Research, 58(4, part 2 of 2):1194–1209 (2010)

Operations Research, 58(4, part 2 of 2):1194–1209 (2010)

2005

Dantzig-Wolfe decomposition for solving multi-stage stochastic capacity planning problems (pdf)

Operations Research, 57(5):1271–1286 (2009)

Operations Research, 57(5):1271–1286 (2009)

2004

On the convergence of sampling-based decomposition algorithms for multistage stochastic programs (pdf)

Market distribution functions in the electric power industry (link)

Mathematics of Operations Research, 31(3):621–636 (2006)

Mathematics of Operations Research, 31(3):621–636 (2006)

2003

Offer Stack Optimisation in Electricity Pool Markets (link)

Operations Research, 51(3):397–408 (2003)

Operations Research, 51(3):397–408 (2003)

2002

On Supply Function Bidding in Electricity Markets

In "Decision Making Under Uncertainty: Energy and Environmental Models", F. Auzerais, R. Burrage, C. Greengard, A. Ruszczynski, ed. Springer–Verlag, 2002

In "Decision Making Under Uncertainty: Energy and Environmental Models", F. Auzerais, R. Burrage, C. Greengard, A. Ruszczynski, ed. Springer–Verlag, 2002

Optimal Offer Construction in Electricity Markets (link)

Mathematics of Operations Research, 27(1):82–100 (2002)

Mathematics of Operations Research, 27(1):82–100 (2002)

Using Supply Functions for Offering Generation into an Electricity Market (link)

Operations Research, 50(3):477–489 (2002)

Operations Research, 50(3):477–489 (2002)

2001

Market Offering Strategies for Hydro-electric Generators (link)

Operations Research 51(4):602–612 (2003)

Operations Research 51(4):602–612 (2003)

2000

Hydro-electric unit commitment subject to uncertain demand (link)

European Journal of Operational Research, 125(2):410–424 (2000)

European Journal of Operational Research, 125(2):410–424 (2000)

1999