HEC Montréal, Canada, May 6 - 8, 2013
2013 Optimization Days
HEC Montréal, Canada, 6 — 8 May 2013
TA7 Énergie et environnement III / Energy and Environment III
May 7, 2013 10:30 AM – 12:10 PM
Location: Hélène-Desmarais
4 Presentations
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10:30 AM - 10:55 AM
Bilevel Modelling of Energy Pricing Problem
Pricing models for Demand Side Management methods are traditionally used to control electricity demand which became irregular recently. We propose several bilevel models to explore the relation and conflict between energy suppliers and customers who are connected to a smart grid. The models are reformulated as single level MIPs and solved.
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10:55 AM - 11:20 AM
Cadre général pour la tarification des dérivés sur l'électricité
Dans cet essai on présente un cadre général pour la tarification des produits dérivés sur le prix spot de l’électricité lorsque celui-ci est représenté par un modèle à deux facteurs avec sauts. On s’intéresse dans un premier volet à présenter une procédure d’estimation du modèle retenu. On présente ensuite une technique de tarification générale basée sur la programmation dynamique et l’approximation par les splines cubiques. La technique est testée pour la tarification des options de vente européennes, américaines et des options swing.
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11:20 AM - 11:45 AM
Energy Subsidies Reform in Iran: An Example for the World?
In 2009, G-20 and APEC countries committed to “phase out inefficient fossil-fuel subsidies that encourage wasteful consumption”. Based on Iran’s reform practice as the most subsidized country, this paper reveals some related knowledge gaps by comparing empirical evidence vs. relevant theoretical constructs in the literature.
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11:45 AM - 12:10 PM
A Decision Support System to Follow the Dynamic Evolution of an Urban Utility Network
We consider the design of a DSS that contain a set of tools: Datawarehouse linked with the enterprise's planning and maintenance system, which is integrated to a dynamic graph web editor and evaluator (DynaGRAPH) that perform the edition/views of the changes in space-time of the utility network used by COELCE. We show how the DSS can be used to follow and/or project the changes in time of the high and low voltage network. We consider the possible results of using the system and the impact of it to the company.