Portfolio management of hydropower producer via stochastic programming

Energy Conversion and Management

Volumn 50, Issue 10, 2009, Pages 2593-2599

  Liu, Hongling ^a   Jiang, Chuanwen ^a   Zhang, Yan ^a  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

Author keywords

Hydropower scheduling; Portfolio management; Stochastic programming; Value of stochastic solution

Indexed keywords

EXPECTED REVENUE; HYDROPOWER SCHEDULING; MARKET PRICE; MEDIUM TERM; MONTE CARLO SIMULATION METHODS; NUMERICAL RESULTS; PORTFOLIO DECISIONS; PORTFOLIO MANAGEMENT; PORTFOLIO MANAGEMENTS; SCENARIO TREE; STOCHASTIC LINEAR PROGRAMMING; STOCHASTIC SOLUTION; VALUE OF STOCHASTIC SOLUTION;

DECISION TREES; FINANCIAL DATA PROCESSING; HYDROELECTRIC POWER; INVESTMENTS; LINEARIZATION; MONTE CARLO METHODS; SCHEDULING; STOCHASTIC PROGRAMMING; SYSTEMS ENGINEERING;

STOCHASTIC MODELS;

EID: 67651233501     PISSN: 01968904     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enconman.2009.06.010     Document Type: Article

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