Risk management in a competitive electricity market

International Journal of Electrical Power and Energy Systems

Volumn 29, Issue 9, 2007, Pages 690-697

  Liu, Min ^a   Wu, Felix F ^b  

^a GUIZHOU UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Mean variance portfolio theory; Risk management; Value at risk

Indexed keywords

COMPUTER SIMULATION; ELECTRIC INDUSTRY; ENERGY STORAGE; OPTIMIZATION;

ELECTRICITY MARKET; LAYERED FRAMEWORK; MEAN-VARIANCE PORTFOLIO THEORY; MULTI-MARKET ENVIRONMENT;

RISK MANAGEMENT;

EID: 34548813619     PISSN: 01420615     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijepes.2007.05.003     Document Type: Article

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