The DARKO model
DARKO is acronym for the Day-ahead Market Optimization package.
Description
DARKO is a small energy market analysis toolkit (mostly day ahead, but can also be multi day, weekly, monthly or annual). It is based in Python and solved in GAMS.
Main features:
Demand orders
Simple orders
Block orders
Flexible orders
Storage orders
NTC’s (ramping limits: both hourly and per period)
Net positions (ramping limits: both hourly and per period)
The main purpose of this package is simulation of energy markets with multiple players and interconnected zones
Get involved
This project is an open-source project. Interested users are therefore invited to test, comment or contribute to the tool. Submitting issues is the best way to get in touch with the development team, which will address your comment, question, or development request in the best possible way. We are also looking for contributors to the main code, willing to contibute to its capabilities, computational-efficiency, formulation, etc. Finally, we are willing to collaborate with national agencies, reseach centers, or academic institutions on the use on the model for different data sets relative to EU countries.
Main developers
Currently the main developers of the DARKO package are the following:
Matija Pavičević (KU Leuven, Belgium)
Contents
Contents: