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Record W2151705052

Models for electricity market efficiency and bidding strategy analysis

2005· dissertation· en· W2151705052 on OpenAlexfundno aff
Hui Niu

Bibliographic record

VenueTexas ScholarWorks (Texas Digital Library) · 2005
Typedissertation
Languageen
FieldEngineering
TopicElectric Power System Optimization
Canadian institutionsnot available
FundersIndependent Electricity System OperatorChina Scholarship CouncilNatural Environment Research CouncilTower Cancer Research Foundation
KeywordsBiddingElectricity marketElectricityIndustrial organizationEnvironmental economicsMicroeconomicsBusinessEconomicsEngineeringElectrical engineering
DOInot available

Abstract

fetched live from OpenAlex

This dissertation studies models for the analysis of market efficiency and bidding behaviors of market participants in electricity markets. Simulation models are developed to estimate how transmission and operational constraints affect the competitive benchmark and market prices based on submitted bids. This research contributes to the literature in three aspects. First, transmission and operational constraints, which have been neglected in most empirical literature, are considered in the competitive benchmark estimation model. Second, the effects of operational and transmission constraints on market prices are estimated through two models based on the submitted bids of market participants. Third, these models are applied to analyze the efficiency of the Electric Reliability Council Of Texas (ERCOT) real-time energy market by simulating its operations for the time period from January 2002 to April 2003. The characteristics and available information for the ERCOT market are considered. In electricity markets, electric firms compete through both spot market bidding and bilateral contract trading. A linear asymmetric supply function equilibrium (SFE) model with transmission constraints is proposed in this dissertation to analyze the bidding strategies with forward contracts. The research contributes to the literature in several aspects. First, we combine forward contracts, transmission constraints, and multi-period strategy (an obligation for firms to bid consistently over an extended time vii horizon such as a day or an hour) into the linear asymmetric supply function equilibrium framework. As an ex-ante model, it can provide qualitative insights into firms’ behaviors. Second, the bidding strategies related to Transmission Congestion Rights (TCRs) are discussed by interpreting TCRs as linear combination of forwards. Third, the model is a general one in the sense that there is no limitation on the number of firms and scale of the transmission network, which can have asymmetric linear marginal cost structures. In addition to theoretical analysis, we apply our model to simulate the ERCOT real-time market from January 2002 to April 2003. The effects of forward contracts on the ERCOT market are evaluated through the results. It is shown that the model is able to capture features of bidding behavior in the market.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.005
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.011
Threshold uncertainty score0.035

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.005
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0020.003
Open science0.0020.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0110.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.007
GPT teacher head0.208
Teacher spread0.201 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations9
Published2005
Admission routes1
Has abstractno

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