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arXiv:1404.3678 [math.OC]AbstractReferencesReviewsResources

On the properties of nodal price response matrix in electricity markets

Vadim Borokhov

Published 2014-04-14, updated 2015-01-24Version 2

We establish sufficient conditions for nodal price response matrix in electric power system to be symmetric and negative (semi-)definite. The results are applicable for electricity markets with nonlinear and intertemporal constraints.

Comments: Paper shortened and reformatted, some explanations added
Categories: math.OC, q-fin.EC
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