relation: http://miis.maths.ox.ac.uk/miis/392/
title: Uplift Quadratic Program in Irish Electricity Price Setting
creator: Carey, M.
creator: Houghton, C.
creator: Jablonska, M.
creator: Kinsella, J.
subject: Finance
description: Bord Gis required a deeper insight into the dynamics of Uplift prices. The aim of the group was to apply a variety of analytical tools to the problem in order to satisfy Bord Gis requirements. The group conducted a KKT Optimality Analysis of the quadratic program used to determine the Uplift prices, performed statistical analysis to identify the binding constraints and their sensitives to the Uplift prices, simulated a synthetic stochastic process that is consistent with the Uplift pricing series and investigated alternative objective functions for the quadratic program.
date: 2009
type: Study Group Report
type: NonPeerReviewed
format: application/pdf
language: en
identifier: http://miis.maths.ox.ac.uk/miis/392/1/ESGI70_4.pdf
identifier:   Carey, M. and Houghton, C. and Jablonska, M. and Kinsella, J.  (2009) Uplift Quadratic Program in Irish Electricity Price Setting.  [Study Group Report]