Combined bidding strategy and model for power suppliers based on CVaR risk measurement techniques

Dianli Xitong Zidonghua/Automation of Electric Power Systems

Volumn 29, Issue 14, 2005, Pages 5-9

  Wang, Ren ^a   Shang, Jin Cheng ^b   Feng, Yang ^c   Zhou, Xiao Yang ^a   Zhang, Yong Chuan ^a   You, Yi Gang ^a  

^a HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b STATE GRID HENAN ELECTRIC POWER COMPANY   (China)

^c BEIHANG UNIVERSITY   (China)

Author keywords

Combined bidding; Conditional value at risk (CVaR); Effective frontier; Electricity market; Risk measurement

Indexed keywords

DECISION MAKING; ELECTRIC INDUSTRY; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; OPTIMIZATION; RISK ASSESSMENT;

COMBINED BIDDING; CONDITIONAL VALUE AT RISK (CVAR); EFFECTIVE FRONTIER; ELECTRICITY MARKET; POWER SUPPLIERS; PRICE FLUCTUATION; RISK MEASUREMENT;

ELECTRIC POWER SYSTEMS;

EID: 23944501122     PISSN: 10001026     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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