We generalize ideas from [Alshehri et. al., 2017] and conduct numerical experiments on a stylized example and the IEEE 14 bus test system.
The .mat files are data files we call in the Jupyter notebook "Final_Central_Clearing_Tool.ipynb", where the model and some theoretical results are also explained.
References:
K. Alshehri, S. Bose, and T. Bas¸ar, “Cash-settled options for wholesale electricity markets,” Proc. 20th IFAC World Congress (IFAC WC 2017), Toulouse, France, pp. 14 147–14 153, 2017.