Managing price risk in a multimarket environment

IEEE Transactions on Power Systems

Volumn 21, Issue 4, 2006, Pages 1512-1519

  Liu, Min ^a   Wu, Felix F ^b  

^a GUIZHOU UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Electricity market; Mean variance portfolio theory; Risk management; Utility theory

Indexed keywords

COMPETITION; COMPUTER SIMULATION; ELECTRIC RATES; MARKETING; OPTIMIZATION; RESOURCE ALLOCATION;

MEAN-VARIANCE PORTFOLIO THEORY; UTILITY THEORY;

ELECTRIC INDUSTRY;

EID: 33847635273     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2006.882455     Document Type: Article

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