Optimizing a portfolio of power-producing plants
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Publication:1431535
DOI10.3150/bj/1066223273zbMath1063.91052OpenAlexW1970153014MaRDI QIDQ1431535
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1066223273
Auctions, bargaining, bidding and selling, and other market models (91B26) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)
Related Items (4)
Risk management of power portfolios and valuation of flexibility ⋮ A revenue-equivalence theorem for electricity auctions ⋮ Pricing electricity risk by interest rate methods ⋮ Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
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