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Bidders in day-ahead electricity markets want to sell/buy electricity whentheir bids generate positive surplus and not to take an action when the reverseholds. However, non-convexities in these markets cause conflicts between theactions that the bidders want to take and the actual market results. In thiswork, we investigate the non-convex market clearing problem of Turkish marketoperator and propose three different rule sets. The first rule set allows bothrejection of bids with positive surplus and acceptance of bids with negativesurplus. The second and the third sets only allow one of these conflictedcases. By using total surplus maximization as the objective, we formulate threemodels and statistically explore their performance with the real data takenfrom Turkish market operator.

Empirical comparison of three models for determining market clearing prices in Turkish day-ahead electricity market