{"id":108412,"date":"2018-03-11T10:33:15","date_gmt":"2018-03-11T10:33:15","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/medium-term-electricity-trading-for-risk-averse-power-producers-via-stochastic-programming\/"},"modified":"2018-03-11T10:33:15","modified_gmt":"2018-03-11T10:33:15","slug":"medium-term-electricity-trading-for-risk-averse-power-producers-via-stochastic-programming","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/procesos-estocasticos\/medium-term-electricity-trading-for-risk-averse-power-producers-via-stochastic-programming\/","title":{"rendered":"Medium-term electricity trading for risk-averse power producers via stochastic programming"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Salvador Pineda  Morente <\/strong><\/h2>\n<p>El cap\u00edtulo 1 proporciona una visi\u00f3n general de los mercado de electricidad, haciendo hincapi\u00e9 en la diferencia entre el mercado spot y el mercado de futuros, y justificando la necesidad de modelos matem\u00e1ticos para determinar las decisiones \u00ed\u00b2ptimas de los productores de nerg\u00eda el\u00e9ctrica.  el c\u00e1pitulo 2 justifica el uso de la progamaci\u00f3n estoc\u00e1stica como herramienta matem\u00e1tica para determinar las decisiones \u00ed\u00b2ptimas de un productor de energ\u00eda el\u00e9ctrica cuando varios par\u00e1metros son inciertos.  el cap\u00edtulo 3 tiene como ogjetivo presentar los principales procedimientos utilizados para generar escenarios que caracterizan los par\u00e1metros inciertos en los modelos de toma de decisi\u00f3n a medio plazo de un productor de energ\u00eda el\u00e9ctrica, es decir, el precio de la electricidad en el spot y la disponibilidad de las centrales de generaci\u00f3n. Adem\u00e1s, en este cap\u00edtulo se proponen dos t\u00e9cnicas de reducci\u00f3n de escenarios.  el cap\u00edtulo 4 presenta un modelo de optimizaci\u00f3n estoc\u00e1stica para determinar la participaci\u00f3n de un productor de energ\u00eda en el mercado de futuros de electricidad, haciendo hincapi\u00e9 en el impacto de la tasa de interrupci\u00f3n forzada de las centrales de generaci\u00f3n en la venta de electricidad a trav\u00e9s de contratos futuros.  el cap\u00edtulo 5 describe un modelo de optimizaci\u00f3n estoc\u00e1stica que eval\u00faa la adquisici\u00f3n de un seguro contra las interrupciones forzadas de las centrales de generaci\u00f3n de un productor de energ\u00eda el\u00e9ctrica, as\u00ed como su impacto en la contrataci\u00f3n de futuros y en la distribuci\u00f3n de beneficios.  el cap\u00edtulo 6 describe y analiza la negociaci\u00f3n de opciones en un mercado el\u00e9ctrico, centr\u00e1ndose en el impacto de estos contratos en la distribuci\u00f3n de beneficios de los productores de energ\u00eda el\u00e9ctrica. En el cap\u00edtulo se propone un modelo de optimizaci\u00f3n multi-etapa para determinar las decisiones \u00f3ptimas de un productor a trav\u00e9s de opciones el\u00e9ctricas.  el cap\u00edtulo 7 concluye  la tesis y sugiere propuestas de trabajo futuro.  el ap\u00e9ndice a ilustra un procedimiento para agregar los 24 valores horarios del precio de la electricidad durante un d\u00eda en un menor n\u00famero de periodos por d\u00eda.  el ap\u00e9ndice b presenta un algoritmo detallado del procedimiento de selecci\u00f3n hacia adelante para la reducci\u00f3n de escenarios.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Medium-term electricity trading for risk-averse power producers via stochastic programming<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Medium-term electricity trading for risk-averse power producers via stochastic programming <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Salvador Pineda  Morente <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Castilla-la mancha<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 13\/05\/2011<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Antonio  Jes\u00fas Conejo Navarro<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Juan  jose Rubio guerrero <\/li>\n<li>stein-erik Fleten (vocal)<\/li>\n<li>Fernando Oliveira (vocal)<\/li>\n<li>Juli\u00e1n Barqu\u00edn gil (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Salvador Pineda Morente El cap\u00edtulo 1 proporciona una visi\u00f3n general de los mercado de electricidad, haciendo hincapi\u00e9 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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