Optimal bidding that considers different electricity market floors can increase the financial gains of photovoltaic (PV) power producers. However, the current approach to trading PV power essentially consists of committing to sell the forecasted PV generation. To analyze profits and investigate new business opportunities for PV power producers, this paper proposes two novel stochastic programming-based methods for scheduling and rescheduling for trading the PV generated energy in day-ahead and intraday electricity markets. Risk-hedging is also considered in terms of co-optimizing the expected profit with the Conditional Value-at-Risk (CVaR) metric. As a consequence of the structure and organization of the market floors and due to different market windows, rescheduling is necessary to exploit the most recent information. Updated rescheduling progressively reveals actual profits or losses, risk-hedging possible engagement in business transactions, and the final effect of strategic bidding. A case study in the Spanish electricity market based on actual data is presented. The analysis of the case study shows the influence of the three market floors (day-ahead, intraday, and imbalance), the participation in multiple intraday sessions, risk-hedging, and rescheduling on the profits of the PV producer.

考虑不同电力市场底线的最优投标可以增加光伏（PV）发电商的财务收益。但是，当前交易光伏发电的方法主要包括承诺出售预测的光伏发电。为了分析利润并调查光伏发电企业的新商机，本文提出了两种新颖的基于随机规划的调度方法，用于日间和日间电力市场中光伏发电的交易。还考虑了风险对冲，即通过条件风险价值（CVaR）指标共同优化预期利润。由于市场楼层的结构和组织以及由于不同的市场窗口，必须重新安排时间以利用最新信息。更新的重新安排逐步显示了实际的损益，对冲业务交易中可能的风险套期以及战略性投标的最终效果。根据实际数据，对西班牙电力市场进行了案例研究。案例分析表明，三个市场区域（日间，盘中和失衡），参与多个盘中时段，风险套期和重新安排对光伏生产商利润的影响。