Multi-objective mean-variance-skewness model for generation portfolio allocation in electricity markets

Electric Power Systems Research

Volumn 80, Issue 10, 2010, Pages 1314-1321

  Pindoriya, N M ^a   Singh, S N ^a   Singh, S K ^b  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

^b INDIAN INSTITUTE OF MANAGEMENT   (India)

Author keywords

Electricity markets; Generation portfolio management; Mean variance skewness model; Multi objective particle swarm optimization; Portfolio allocation

Indexed keywords

ELECTRICITY MARKET; GENERATION PORTFOLIOS; MEAN VARIANCE; MEAN-VARIANCE-SKEWNESS MODEL; MULTI OBJECTIVE PARTICLE SWARM OPTIMIZATION;

COMMERCE; FINANCIAL DATA PROCESSING; HEURISTIC METHODS; INVESTMENTS; MULTIOBJECTIVE OPTIMIZATION; NORMAL DISTRIBUTION; PARTICLE SWARM OPTIMIZATION (PSO);

ELECTRIC GENERATORS;

EID: 77953873717     PISSN: 03787796     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.epsr.2010.05.006     Document Type: Article

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