Short- and medium-term risk analysis in electricity markets. Financial asset simulation and improving input data

A. Bello J. Reneses S. Lumbreras R. Marcos

January 2017 - December 2017

Funding entity Enel Iberoamerica S.R.L.

The aim of this project is to continue with the developments of the ACUARIO tool once it is in production phase at Endesa. In particular, the integration of the financial asset simulation tool is continued, new conceptual and practical developments are addressed, and the input data used by the model are analyzed from a theoretical and practical point of view. Continued support is also being given on the use of the tool and the interpretation of the results.

Research topics:
• *Medium-term tactical planning
• *Short-Term Operation, Market Bidding and Operating Reserves

2017 ACUARIO