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Volumn , Issue , 2004, Pages 681-686

Applying financial risk controls for power system operation and planning

Author keywords

Least cost planning; Portfolio optimization; Power system reliability; Value at risk

Indexed keywords

LEAST-COST PLANNING; PORTFOLIO OPTIMIZATION; POWER SYSTEM RELIABILITY; VALUE-AT-RISK;

EID: 14544289622     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (7)

References (18)
  • 5
    • 14844322217 scopus 로고    scopus 로고
    • Cascading dynamics and mitigation assessment in power system disturbances via a hidden failure model
    • submitted to
    • J. Chen, J. Thorp, I. Dobson, "Cascading Dynamics and Mitigation Assessment in Power System Disturbances via a Hidden Failure Model," submitted to International Journal of Power and Energy Systems 2003. Available: http://www.pserc.wisc.edu/ecow/get/publicatio/2003public/chenijepes03preprint. pdf
    • International Journal of Power and Energy Systems 2003
    • Chen, J.1    Thorp, J.2    Dobson, I.3
  • 7
    • 84995186518 scopus 로고
    • Portfolio selection
    • H. Markowitz, "Portfolio Selection," Journal of finance, 7(1), 77-91, 1952.
    • (1952) Journal of Finance , vol.7 , Issue.1 , pp. 77-91
    • Markowitz, H.1
  • 10
    • 4944259105 scopus 로고    scopus 로고
    • Portfolio optimization with conditional value-at-risk objective and constraints
    • P. Krokhmal, Jonas Palmquist, S. Uryazev, "Portfolio Optimization with Conditional Value-At-Risk Objective and Constraints," Journal of Risk, 4(2), 43-68. Available: http://www.ise.ufl.edu/krokhmal/pdf/CVaR.pdf
    • Journal of Risk , vol.4 , Issue.2 , pp. 43-68
    • Krokhmal, P.1    Palmquist, J.2    Uryazev, S.3
  • 11
    • 0000781839 scopus 로고    scopus 로고
    • Quasi-Monte Carlo methods in numerical finance
    • C. Joy, P. Boyle, K.Tan, "Quasi-Monte Carlo Methods in Numerical Finance," Management Science, 42(6), 1996. Available: http://www.geocities. com/corwinjov/math/quasi_monte_carlo.pdf
    • (1996) Management Science , vol.42 , Issue.6
    • Joy, C.1    Boyle, P.2    Tan, K.3
  • 12
    • 0004161838 scopus 로고
    • Cambridge University Press, New York
    • nd Ed., Cambridge University Press, New York, 1992. p. 309-315
    • (1992) nd Ed. , pp. 309-315
    • Press, W.1    Teukolsky, S.2
  • 15
    • 14544274456 scopus 로고    scopus 로고
    • Stanford University Pre-Print
    • A. Owen, Necessity of Low Effective Dimension, Stanford University Pre-Print. Available: http://www-stat.stanford.edu/~owen/reports/necessity.pdf.
    • Necessity of Low Effective Dimension
    • Owen, A.1
  • 16
    • 0026258774 scopus 로고
    • Comprehensive bibliography on reliability worth and electrical service consumer interruption costs: 1980-90
    • Nov.
    • G. Tollefson; R. Billinton; G. Wacker, "Comprehensive bibliography on reliability worth and electrical service consumer interruption costs: 1980-90," IEEE Transactions on Power Systems, Volume: 6, Issue: 4, Nov. 1991
    • (1991) IEEE Transactions on Power Systems , vol.6 , Issue.4
    • Tollefson, G.1    Billinton, R.2    Wacker, G.3
  • 17
    • 14544297308 scopus 로고    scopus 로고
    • October 8
    • North American Electric Reliability Council, Operating Policy Manual, October 8, 2002. P1-1.
    • (2002) Operating Policy Manual , pp. 1-1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.