Mean-risk optimization models for electricity portfolio management

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

Volumn , Issue , 2006, Pages

  Eichhorn, Andreas ^a   Römisch, Werner ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Electricity futures; Electricity portfolio; Optimization methods; Polyhedral risk measures; Power industry; Risk analysis; Scenario tree; Stochastic programming

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; ELECTRIC POWER SYSTEMS; ELECTRIC POWER TRANSMISSION NETWORKS; FINANCE; FINANCIAL DATA PROCESSING; INSURANCE; INVESTMENTS; MOBILE TELECOMMUNICATION SYSTEMS; OCCUPATIONAL RISKS; OPTIMIZATION; POWER TRANSMISSION; PROBABILITY; RISKS;

APPLIED (CO); ELECTRICITY DEMANDS; FUNCTIONALS; HEAT DEMANDS; IN ORDER; INTERNATIONAL CONFERENCES; MEAN-RISK; OPTIMIZATION MODELING; PORTFOLIO MANAGEMENTS; POWER OPTIMIZATION; POWER SYSTEMS; PROBABILISTIC METHODS; RISK MEASURE (RM); SPOT PRICING; STOCHASTICITY;

RISK ASSESSMENT;

EID: 46149117773     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PMAPS.2006.360230     Document Type: Conference Paper

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