Power Station Control and Optimisation. Anna Aslanyan Quantitative Finance Centre BP. Background. Tolling (spark/dark spread) agreements widespread in power industry Both physical and paper trades, usually over-the-counter Based on the profit margin of a power plant
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Examine power, fuel and CO2 price forecasts and choose top N MWh to generate, subject to various constraints, including
Apart from fuel and emissions costs, need to consider
Trading of carbon-neutral spark spreads of interest to anyone with exposure to all three markets
to move towards along a subgradient