Risk constrained portfolio selection of renewable sources in hydrothermal electricity markets

IEEE Transactions on Power Systems

Volumn 24, Issue 3, 2009, Pages 1136-1144

  Street, Alexandre ^a   Barroso, Luiz Augusto ^b   Flach, Bruno ^a   Pereira, Mario Veiga ^b   Granville, Sérgio ^b  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b PSR   (Brazil)

Author keywords

Energy trading; Portfolio selection; Renewable generation; Risk management; Stochastic programming

Indexed keywords

BRAZILIAN SYSTEM; CLEAN ENERGY; ELECTRICITY MARKET; ENERGY CONTRACTS; ENERGY TRADING; FORWARD MARKET; OPTIMAL COMPOSITION; PORTFOLIO SELECTION; RENEWABLE GENERATION; RENEWABLE SOURCES; SMALL HYDRO; STOCHASTIC OPTIMIZATION MODEL;

COGENERATION PLANTS; COMMERCE; DECISION MAKING; RISK ANALYSIS; RISK MANAGEMENT; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING;

RENEWABLE ENERGY RESOURCES;

EID: 68349150902     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2009.2022981     Document Type: Article

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