Optimal portfolio selection for generators in the electricity market

IEEE Power and Energy Society 2008 General Meeting: Conversion and Delivery of Electrical Energy in the 21st Century, PES

Volumn , Issue , 2008, Pages

  Yin, Xia ^a,b   Dong, Zhao Yang ^a,b   Saha, Tapan Kumar ^a,b  

^a IEEE

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

DE; Forward contract; Futures contract; Portfolio selection; Spot electricity market

Indexed keywords

CONTRACTS; DEREGULATION; ELECTRIC INDUSTRY; ENERGY CONVERSION; EVOLUTIONARY ALGORITHMS; MARKETING; POTENTIAL ENERGY; POTENTIAL ENERGY SURFACES; POWER GENERATION;

21ST CENTURY; COMPETITIVE ELECTRICITY MARKETS; DE; DIFFERENTIAL EVOLUTION ALGORITHMS; ELECTRICAL ENERGY; ELECTRICITY MARKETS; FINANCIAL CONTRACTS; FORWARD CONTRACT; FUTURES CONTRACT; LONG TERM; MARKET DATA; MATHEMATICAL FORMULATIONS; OPTIMAL PORTFOLIO SELECTION; OPTIMAL PORTFOLIOS; OPTIMIZ ATION PROBLEMS; PLANNING HORIZONS; PORTFOLIO SELECTION; SHORT TERM; SPOT ELECTRICITY MARKET; SPOT MARKET PRICING; SUB-PROBLEMS; TIME VARYING;

ELECTRIC GENERATORS;

EID: 52349104456     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PES.2008.4596626     Document Type: Conference Paper

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