Portfolio optimization in electricity markets

Electric Power Systems Research

Volumn 77, Issue 8, 2007, Pages 1000-1009

  Liu, Min ^a   Wu, Felix F ^b  

^a GUIZHOU UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Electricity market; Portfolio theory; Risk management; Trading scheduling

Indexed keywords

CONTRACTS; DECISION MAKING; ELECTRIC UTILITIES; INDUSTRIAL MANAGEMENT; INTERNATIONAL COOPERATION; MARKETING; OPTIMIZATION; PROBLEM SOLVING; PROFITABILITY;

ELECTRICITY MARKET; PORTFOLIO THEORY; TRADING SCHEDULING;

RISK MANAGEMENT;

EID: 33947675287     PISSN: 03787796     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.epsr.2006.08.025     Document Type: Article

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