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Volumn 53, Issue 4, 2008, Pages 365-379

Short-term electric power trading strategies for portfolio optimization

Author keywords

[No Author keywords available]

Indexed keywords

ELECTRIC POWERS; FINANCIAL RISKS; FORCED OUTAGES; PORTFOLIO OPTIMIZATIONS; SIGNIFICANT EXPANSIONS; WHOLESALE ELECTRICITY MARKETS;

EID: 57349109975     PISSN: 0013791X     EISSN: 15472701     Source Type: Journal    
DOI: 10.1080/00137910802482295     Document Type: Article
Times cited : (3)

References (13)
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    • Das, D.1    Wollenberg, B.2
  • 2
    • 30944431888 scopus 로고    scopus 로고
    • Electricity derivatives and risk management
    • Deng, S.J. and Oren, S.S. (2006) Electricity derivatives and risk management. Energy, 31, 940-953.
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    • Deng, S.J.1    Oren, S.S.2
  • 4
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    • Market power monitoring and mitigation in the U.S. wholesale power markets
    • Helman, U. (2006) Market power monitoring and mitigation in the U.S. wholesale power markets. Energy, 31, 877-904.
    • (2006) Energy , vol.31 , pp. 877-904
    • Helman, U.1
  • 5
    • 57349174274 scopus 로고    scopus 로고
    • Hogan, W.W. (2006) Revenue sufficiency guarantees and cost allocation. Comments submitted to the Federal Energy Regulatory Commission, Docket No. ER04-691-065.
    • Hogan, W.W. (2006) Revenue sufficiency guarantees and cost allocation. Comments submitted to the Federal Energy Regulatory Commission, Docket No. ER04-691-065.
  • 7
    • 57349137080 scopus 로고    scopus 로고
    • Online
    • Ice [Online], http://www.theice.com
    • Ice1
  • 8
    • 18944371035 scopus 로고    scopus 로고
    • Deregulated power prices: Changes over time
    • Li, Y. and Flynn, P. (2005) Deregulated power prices: changes over time. IEEE Transactions on Power Systems, 20(2), 565-572.
    • (2005) IEEE Transactions on Power Systems , vol.20 , Issue.2 , pp. 565-572
    • Li, Y.1    Flynn, P.2
  • 9
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    • Managing price risk in a multimarket environment
    • Liu, M. and Wu, F. (2006) Managing price risk in a multimarket environment. IEEE Transactions on Power Systems, 21(4), 1512-1519.
    • (2006) IEEE Transactions on Power Systems , vol.21 , Issue.4 , pp. 1512-1519
    • Liu, M.1    Wu, F.2
  • 10
    • 0043237496 scopus 로고    scopus 로고
    • Market design and human trading behavior in electricity markets
    • Olson, M., Rassenti, S., Rigdon, M. and Smith, V. (2003) Market design and human trading behavior in electricity markets. IIE Transactions, 35, 833-849.
    • (2003) IIE Transactions , vol.35 , pp. 833-849
    • Olson, M.1    Rassenti, S.2    Rigdon, M.3    Smith, V.4
  • 11
    • 33644553800 scopus 로고    scopus 로고
    • A stochastic programming approach to power portfolio optimization
    • Sen, S., Yu, L. and Genc, T. (2006) A stochastic programming approach to power portfolio optimization. Operations Research, 54(1), 55-72.
    • (2006) Operations Research , vol.54 , Issue.1 , pp. 55-72
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  • 12
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    • Electric power generation planning for interrelated projects: A real options approach
    • Wang, C.H. and Min, K.J. (2006) Electric power generation planning for interrelated projects: a real options approach. IEEE Transactions on Engineering Management, 53(2), 312-322.
    • (2006) IEEE Transactions on Engineering Management , vol.53 , Issue.2 , pp. 312-322
    • Wang, C.H.1    Min, K.J.2
  • 13
    • 33847626424 scopus 로고    scopus 로고
    • Power portfolio optimization in deregulated electricity markets with risk management
    • Xu, J. and Luh, P. (2006) Power portfolio optimization in deregulated electricity markets with risk management. IEEE Transactions on Power Systems, 21(4), 1653-1662.
    • (2006) IEEE Transactions on Power Systems , vol.21 , Issue.4 , pp. 1653-1662
    • Xu, J.1    Luh, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.