Supplier asset allocation in a pool-based electricity market

IEEE Transactions on Power Systems

Volumn 22, Issue 3, 2007, Pages 1129-1138

  Feng, Donghan ^a   Gan, Deqiang ^a   Zhong, Jin ^b   Ni, Yixin ^b  

^a ZHEJIANG UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Assets allocation; Electricity market; Portfolio selection; Risk management

Indexed keywords

ASSET MANAGEMENT; DECISION MAKING; MATHEMATICAL MODELS; RESOURCE ALLOCATION; RISK MANAGEMENT;

OPTIMAL PORTFOLIO SELECTION THEORY; RISK-RETURN TRADEOFFS;

ELECTRIC UTILITIES;

EID: 34548017678     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2007.901282     Document Type: Article

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