A long-term risk management tool for electricity markets using swarm intelligence

Electric Power Systems Research

Volumn 80, Issue 4, 2010, Pages 380-389

  Azevedo, F ^a   Vale, Z A ^a   Oliveira, P B Moura ^b   Khodr, H M ^a  

^a INSTITUTE OF ENGINEERING   (Portugal)

^b UNIVERSITY OF TRÁS OS MONTES AND ALTO DOURO   (Portugal)

Author keywords

Electricity markets; Load forecast; Optimization; Particle swarm optimization; Portfolio; Price forecast; Risk management

Indexed keywords

ELECTRIC POWER; ELECTRICITY MARKET; FORECASTING MODELS; FORWARD CONTRACT; HISTORICAL DATA; LOAD FORECAST; LOAD FORECASTING; LONG-TERM RISKS; MANAGEMENT TOOL; METAHEURISTIC; PORTFOLIO; POWER PRODUCER; PRICE ESTIMATION; PRICE FORECASTS; PRICE VOLATILITY; RISK HEDGING; RISK PREFERENCE; SWARM INTELLIGENCE; UTILITY FUNCTIONS;

CELLULAR AUTOMATA; COMMERCE; COSTS; ELECTRIC LOAD FORECASTING; GENE EXPRESSION; HEURISTIC METHODS; RISK ANALYSIS; RISK MANAGEMENT;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 75849130887     PISSN: 03787796     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.epsr.2009.10.002     Document Type: Article

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