Futures Market Trading for Producers

Antonio J. Conejo (), Miguel Carrión () and Juan M. Morales ()
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Antonio J. Conejo: University of Castilla – La Mancha
Miguel Carrión: University of Castilla – La Mancha
Juan M. Morales: University of Castilla – La Mancha

Chapter Chapter 7 in Decision Making Under Uncertainty in Electricity Markets, 2010, pp 253-285 from Springer

Abstract: Abstract This chapter considers the problem of an electric energy producer that sells its production of energy in both the futures market and the pool. The futures market allows the producer to sell its energy production at fixed prices through forward contracts, which span a pre-specified time period, e.g., one month. On the other hand, the pool allows the power producer to sell energy on a short-term basis taking advantage of periods of high price, but at the cost of suffering high price volatility.

Keywords: Planning Horizon; Power Producer; Peak Period; Future Market; Decision Framework (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4419-7421-1_7

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DOI: 10.1007/978-1-4419-7421-1_7

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