Trading strategy of generation companies in electricity market

Zhongguo Dianji Gongcheng Xuebao/Proceedings of the Chinese Society of Electrical Engineering

Volumn 28, Issue 25, 2008, Pages 111-117

  Liu, Min ^a   Wu, Felix F ^b  

^a GUIZHOU UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bilateral contract market; Electricity market; Risk management; Spot market; Trading strategy; Utility function

Indexed keywords

CONTRACTS; ELECTRIC GENERATORS; FINANCIAL DATA PROCESSING; MARKETING; POWER GENERATION;

ANALYTICAL APPROACHES; BILATERAL CONTRACT MARKET; BILATERAL CONTRACTS; DECISION MODELING; ELECTRICITY MARKET; ELECTRICITY MARKETS; ENERGY PRICING; GENERATION COMPANIES; HISTORICAL DATA; MEAN-VARIANCE CRITERION; PLANNING PERIOD; PRICE RISKS; RISK MANAGEMENT; SIMULATION RESULTS; SPOT MARKET; TRADING STRATEGIES; TRADING STRATEGY; UTILITY FUNCTION;

COMMERCE;

EID: 52249112269     PISSN: 02588013     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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