Dr. Álvaro Baíllo Moreno

FORMER IIT MEMBER

Category:	Lecturer
Research Area:	Decision Support Systems for the Energy Sector Research Group
Membership dates:	01/Jun/1998 - 28/Feb/2006

Biography:
Álvaro Baíllo was born in Madrid, Spain, in 1974.He obtained an Electrical Engineering degree with honors from the Universidad Pontificia Comillas in June 1998. He received the doctoral degree in September 2002 for his dissertation "A methodology to develop optimal schedules and offering strategies for a generation company operating in a short-term electricity market".He is a Researcher in the Instituto de Investigación Tecnológica and an Assistant Professor in the Department of Industrial Organization of Comillas' Engineering School, ICAI. His main interest is the development of practical and useful optimization models based on mathematical programming techniques. He has applied these techniques to the development of several decision-support tools that are currently being used in specific aspects of the operation, planning, regulation and economy of the Spanish electricity industry.These developments have been accomplished in the context of several consultancy and research projects financed electric companies and the Spanish Ministry of Science and Technology.

Ph.D. Thesis

Developed:

Á. Baíllo (2002), Optimizacion de la explotación y de la preparación de ofertas de una empresa de generación de energía eléctrica para mercados de corto plazo. Universidad Pontificia Comillas. Madrid (Spain).

1 Ph.D. thesis

Journal Publications

J. Cabero, M. Ventosa, S. Cerisola, Á. Baíllo, "Modeling Risk Management in Oligopolistic Electricity Markets: A Benders Decomposition Approach", IEEE Transactions on Power Systems. vol. 25, no. 1, pp. 263-271, February 2010.
JCR 10.1109/TPWRS.2009.2036788 JCR impact factor 2.678 (2011)

S. Cerisola, Á. Baíllo, J.M. Fernández-López, A. Ramos, R. Gollmer, "Stochastic power generation unit commitment in electricity markets: a novel formulation and comparison of solution methods", Operations Research. vol. 57, no. 1, pp. 32-46, January 2009.
JCR 10.1287/opre.1080.0593 JCR impact factor 1.665 (2011)

K. Quizhpe, Á. Baíllo, M. Ventosa, "Valoración de contratos a plazo en mercados eléctricos. Aplicación al mercado ecuatoriano", IEEE Latin America Transactions. vol. 6, no. 2, pp. 184-193, June 2008.

J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, A. García, F. Perán, G. Relaño, "A Medium-Term Integrated Risk Management Model for a Hydrothermal Generation Company", IEEE Transactions on Power Systems. vol. 20, no. 3, pp. 1379-1388, August 2005.
JCR JCR impact factor 2.678 (2011)

Á. Baíllo, T. Gómez, "El Mercado Ibérico de Electricidad: un proyecto de integración energética", Estrategia Global. no. 10, pp. 52-56, July 2005.

M. Ventosa, Á. Baíllo, A. Ramos, M. Rivier, "Electricity Markets modeling trends", Energy Policy. vol. 33, no. 7, pp. 897-913, May 2005.
JCR 10.1016/j.enpol.2003.10.013 JCR impact factor 2.723 (2011)

I.J. Pérez-Arriaga, C. Batlle, Á. Baíllo, C. Vázquez, "¿Qué es el déficit de la tarifa eléctrica? Una cuestión de confianza", Suplemento Negocios, Diario El Pais. pp. 4-4, June 2004.

Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, "Optimal offering strategies for generation companies operating in electricity spot markets", IEEE Transactions on Power Systems. vol. 19, no. 2, pp. 745-753, May 2004.
JCR 10.1109/TPWRS.2003.821429 JCR impact factor 2.678 (2011)

8 publications

Conference Papers

K. Quizhpe, Á. Baíllo, M. Ventosa, "Valoración de contratos a plazo en mercados eléctricos. Aplicación al mercado ecuatoriano", Conferencia ANDESCON2006 - Congreso del Área Andina IEEE 2006. Quito, Ecuador, 8-10 November 2006

J.M. Fernández-López, S. Cerisola, Á. Baíllo, A. Ramos, "Stochastic bidding in electricity spot markets. A MIP-oriented benders decomposition approach", Applied Mathematical Programming and Modelling (APMOD 2006). Madrid, Spain, 19-21 June 2006

J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, "Electricity market equilibrium model with risk constraints via benders decomposition", INFORMS Annual Meeting 2005. San Francisco, CA, U.S.A., 13-16 November 2005

J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, "Application of benders decomposition to an equilibrium problem", 15th PSCC, Power Systems Computing Conference. Liege, Belgium, 22-26 August 2005

J.M. Fernández-López, Á. Baíllo, S. Cerisola, R. Bellido, "Building optimal offer curves for an electricity spot market: a mixed-integer programming approach", 15th PSCC, Power Systems Computing Conference. Liege, Belgium, 22-26 August 2005

A. Ramos, J.M. Latorre, S. Cerisola, Á. Baíllo, "Scenario Tree Generation through the Neural Gas Algorithm", IFIP/IIASA/GAMM Workshop on Coping with Uncertainty (CwU). Laxenburg, Austria, 13-16 December 2004

J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, "Electricity production planning and portfolio optimization with a CVaR objective", INFORMS Annual Meeting 2004. Denver, CO, U.S.A., 24-27 October 2004

S. Cerisola, Á. Baíllo, A. Ramos, "Benders decomposition for MIP problems: Application to multistage stochastic unit commitment problems", INFORMS Annual Meeting 2004. Denver, CO, U.S.A., 24-27 October 2004

Á. Baíllo, A. Ramos, M. Rivier, M. Ventosa, "Impact of the Spanish Tariff Regulation on the strategy followed by generation companies", INFORMS Annual Meeting 2003. Atlanta, Georgia, U.S.A., 19-22 October 2003

M. Ventosa, Á. Baíllo, A. Ramos, M. Rivier, "Electricity Markets modeling trends", INFORMS Annual Meeting 2003. Atlanta, Georgia, U.S.A., 19-22 October 2003

J. Reneses, Á. Baíllo, E. Centeno, M. Ventosa, M. Rivier, A. Ramos, "Strategies to fulfill medium-term objectives through short-term operation in competitive power markets", IEEE PowerTech 2003. ISBN: 0-7803-7967-5, Bolonia, Italy, 23-26 June 2003

A. Ramos, Á. Baíllo, S. López, M. Rivier, M. Ventosa, "Analysis of short term dynamic behavior of an electric market", Internacional Federation of Operacional Research Socities IFORS 2002. Edinburgh, United Kingdom, 8-12 July 2002

Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, G. Relaño, "Bidding in a Day-Ahead Electricity Market: A Comparison of Decomposition Techniques", 14th PSCC, Power Systems Computing Conference,Session 7, paper 2, page 1-7. ISBN: 84-89673-25-X, pp. 7, Sevilla, Spain, 24-28 June 2002

Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, "Strategic bidding in a competitive electricity market: A decomposition approach", IEEE Power Tech. Conference. ISBN: 0-7803-7139-9, Oporto, Portugal, 10-13 September 2001

Á. Baíllo, J.M. Latorre, M. Ventosa, M. Rivier, A. Ramos, "Unit Commitment Estratégico para Empresas de Generación: Descomposición por Relajación Lagrangiana", 7as Jornadas Hispano-Lusas de Ingeniería Eléctrica. Vol III, pp. 33-38. ISBN: 84-95821-00-1, Madrid, Spain, 4-6 July 2001

Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, "Strategic bidding under uncertainty in a competitive electricity market", INFORMS 2000 Session SA29.1. San Antonio, U.S.A., 5-8 November 2000

Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, "Strategic bidding under uncertainty in a competitive electricity market", PMAPS2000: 6th International Conference on Probabilistic Methods Applied to Power Systems. ISBN: 972-95194-1-2, Funchal, Madeira, Portugal, 25-28 September 2000

Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, "Unit commitment and bidding strategies for generation companies in deregulated electricity markets", DIMACS/EPRI Workshop on Next Generation of Unit Commitment Model. DIMACS Center, Rutgers. Piscataway, NJ, U.S.A., 27-28 September 1999

Ó. Largo, D. Soler, J.I. de la Fuente, G. Relaño, Á. Baíllo, "Pérdidas en los generadores asociadas a la prestación del servicio complementario de control de tensiones", 6ª Jornadas Hispano-Lusas de Ingeniería Eléctrica. ISBN: 84-920984-2-2, Lisboa, Portugal, 7-9 July 1999

Á. Baíllo, D. Soler, Ó. Largo, G. Relaño, "Modelo remuneratorio de los servicios complementarios en un mercado eléctrico. Parte II: Las reservas de potencia activa", 6ª Jornadas Hispano-Lusas de Ingeniería Eléctrica. ISBN: 84-920984-2-2, Lisboa, Portugal, 7-9 Juliy 1999

D. Soler, Á. Baíllo, T. Gómez, J.I. de la Fuente, "Modelo remuneratorio de los servicios complementarios en un mercado eléctrico. Parte I: aspectos generales", 6ª Jornadas Hispano-Lusas de Ingeniería Eléctrica. ISBN: 84-920984-2-2, Lisboa, Portugal, 7-9 July 1999

21 publications

Books and Book chapters

A. Ramos, S. Cerisola, Á. Baíllo, J.M. Latorre, "Stochasticity in electric energy systems planning", en Coping with Uncertainty. Modeling and Policy Issues. Editores Marti, K.; Ermoliev, Y.; Makowsk, M. y Pflug, G.. Ed. Springer. Berlín, Germany, 2006.

S. Cerisola, A. Ramos, Á. Baíllo, "Modelado de algoritmos de descomposición con GAMS", en Optimización bajo incertidumbre. Editores A. Alonso-Ayuso, L. Escudero, R. Sala . Ed. Tirant lo Blanch. Valencia, Spain, 2004.

S. Cerisola, A. Ramos, Á. Baíllo, "Aplicaciones en sistemas de energía eléctrica", en Optimización bajo incertidumbre. Editores A. Alonso-Ayuso, L. Escudero, R. Sala . Ed. Tirant lo Blanch. Valencia, Spain, 2004.

Á. Baíllo, M. Ventosa, A. Ramos, M. Rivier, A. Canseco, "Strategic unit commitment for generation companies in deregulated electricity markets.", en The Next Generation of Electric Power Unit Commitment Models . Editores Benjamin F. Hobbs, Michael H. Rothkopf, richard O'Neill. Ed. Kluwer Academic Publishers. Boston, USA, 2001.

4 books

Projects

Thematic network of optimization under uncertainty, developed for: Ministerio de Educación y Ciencia. Jun/2005-May/2006

New decision-support tools for long-term electricity markets, developed for: Iberdrola. Jan/2005-Dec/2005

Decision-support tools for the day-ahead market and the congestion management mechanism, developed for: Iberdrola. Jan/2005-Dec/2005

Analysis and scenario generation for Risk management in the Spanish electricity market, developed for: Iberdrola. Jan/2005-Dec/2005

Development of decision-support tools for long-term electricity markets, developed for: Iberdrola. Jan/2004-Dec/2004

Analysis and scenario generation for risk management in the Spanish electricity market, developed for: Iberdrola. Jan/2004-Dec/2004

Study on the economic feasibility of the Copalar hydroelectric plant, developed for: Hydrocopalar MidAmericas Ltd.. Nov/2003-Feb/2004

Improvement of tools devoted to economic planning and forecasting market prices, developed for: Iberdrola. Jan/2003-Dec/2003

Risk management in the Spanish electricity market, developed for: Iberdrola. Jan/2003-Dec/2003

Development of prediction tools for the short term electricity market, developed for: Iberdrola. Jan/2002-Dec/2002

Risk management in the Spanish electricity market, developed for: Iberdrola. Oct/2001-Dec/2002

Decision support models for generation bids planning, developed for: Iberdrola. Jan/2001-Dec/2001

Models to develop offer strategies in the Electricity Generation Business, developed for: Iberdrola. Jan/2000-Dec/2000

Analysis, study and design of bidding strategies in the electric generation sector, developed for: Iberdrola. Jan/1999-Jan/2000

Framework for generation bidding strategies in the day-ahead electricity spot market., developed for: Iberdrola. Jan/1998-Dec/1998

15 projects