Risk-Constrained profit maximization in day-ahead electricity market

IEEE Transactions on Power Systems

Volumn 24, Issue 3, 2009, Pages 1107-1114

  Dicorato, Maria ^a   Forte, Giuseppe ^a   Trovato, Michele ^a   Caruso, Ettore ^b  

^a POLITECNICO DI BARI   (Italy)

^b ENEL   (Italy)

Author keywords

Conditional value at risk; Day ahead energy market; Efficient frontier; Electricity price uncertainty; Expected profit; Risk management

Indexed keywords

CONDITIONAL VALUE AT RISK; DAY-AHEAD ENERGY MARKET; EFFICIENT FRONTIER; ELECTRICITY PRICE UNCERTAINTY; EXPECTED PROFIT;

COMMERCE; DECISION MAKING; EARNINGS; ELECTRIC LOAD FORECASTING; OPTIMIZATION; RISK ANALYSIS; RISK ASSESSMENT; RISK MANAGEMENT; VALUE ENGINEERING;

ELECTRIC GENERATORS;

EID: 68349158934     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2009.2022975     Document Type: Article

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