  Bidders in day-ahead electricity markets want to sell/buy electricity when
their bids generate positive surplus and not to take an action when the reverse
holds. However, non-convexities in these markets cause conflicts between the
actions that the bidders want to take and the actual market results. In this
work, we investigate the non-convex market clearing problem of Turkish market
operator and propose three different rule sets. The first rule set allows both
rejection of bids with positive surplus and acceptance of bids with negative
surplus. The second and the third sets only allow one of these conflicted
cases. By using total surplus maximization as the objective, we formulate three
models and statistically explore their performance with the real data taken
from Turkish market operator.
