Valuation of CHP power plant portfolios using recursive stochastic optimization

2006 9th International Conference on Probabilistic Methods Applied to Power Systems, PMAPS

Volumn , Issue , 2006, Pages

  Weber, C ^a   Woll, O ^a  

^a UNIVERSITY OF DUISBURG ESSEN   (Germany)

Author keywords

CHP; Electricity markets; Energy management; Portfolio management; Real options; Recourse planning; Renewable energy sources; Stochastic optimization

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; COGENERATION PLANTS; ELECTRIC POWER GENERATION; ELECTRIC POWER PLANTS; ELECTRIC POWER SYSTEMS; ELECTRIC POWER TRANSMISSION NETWORKS; FINANCIAL DATA PROCESSING; OPTIMIZATION; POWER TRANSMISSION; PROBABILITY; RECURSIVE FUNCTIONS; STOCHASTIC PROGRAMMING;

(+ MOD 2N) OPERATION; APPLIED (CO); CHP PLANTS; CHP POWER; COMBINED HEAT AND POWER (CHP) SYSTEMS; COMBINED HEAT AND POWER (CHP) UNITS; CONVENTIONAL POWER PLANTS; DECISION POINTS; ELECTRICITY MARKETS; ENERGY PRICING; HEAT AND ELECTRICITY; HEAT DEMANDS; IN ORDER; INTERNATIONAL CONFERENCES; PORTFOLIO OPTIMIZATION; POWER PRICING; POWER SYSTEMS; PROBABILISTIC METHODS; REAL OPTIONS; RECURSIVE APPROACH; STOCHASTIC OPTIMIZATIONS;

POWER PLANTS;

EID: 46149100514     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PMAPS.2006.360198     Document Type: Conference Paper

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