Futures Market Trading for Electricity Producers and Retailers

DOI10.1007/978-3-642-12686-4_10zbMath1359.90061OpenAlexW42691431MaRDI QIDQ2974422

No author found.

Publication date: 7 April 2017

Published in: Handbook of Power Systems II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-12686-4_10

zbMATH Keywords

stochastic programmingriskCVaRfutures marketpower producerpower retailer

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15) Case-oriented studies in operations research (90B90)

Related Items (1)

Analysis of futures and spot electricity markets under risk aversion

Uses Software

• CPLEX
• XPRESS
• GAMS

Cites Work

• Unnamed Item
• Unnamed Item
• Generating Scenario Trees for Multistage Decision Problems
• A heuristic for moment-matching scenario generation
• Stochastic decomposition. A statistical method for large scale stochastic linear programming
• Introduction to Stochastic Programming
• Scenarios for multistage stochastic programs
• Scenario tree generation for multiperiod financial optimization of optimal discretization
• Mathematical programming and electricity markets. (With comments and rejoinder)

This page was built for publication: Futures Market Trading for Electricity Producers and Retailers