Optimal hydro scheduling and offering strategies considering price uncertainty and risk management

Energy

Volumn 37, Issue 1, 2012, Pages 237-244

  Catalao J P S ^a,b   Pousinho, H M I ^a,b   Contreras, J ^c  

^a UNIVERSITY OF BEIRA INTERIOR   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

^c UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

Author keywords

Hydro scheduling; Pricing; Risk; Uncertainty

Indexed keywords

ENERGY POLICY; FOSSIL FUELS; OPTIMIZATION; PROFITABILITY; RISK MANAGEMENT; RISKS; SUSTAINABLE DEVELOPMENT;

CONDITIONAL VALUE-AT-RISK; HYDRO POWER; HYDRO SCHEDULING; HYDRO-SYSTEM; MARKET UNCERTAINTY; MIXED-INTEGER NONLINEAR PROGRAMMING; MULTIPLE REGIONS; PORTUGAL; POWER PRODUCTION; PRICE UNCERTAINTY; START-UP COSTS; SUSTAINABLE ENVIRONMENT; TIME HORIZONS; UNCERTAINTY;

COSTS;

COST-BENEFIT ANALYSIS; ENERGY MARKET; ENERGY POLICY; HYDROELECTRIC POWER; NUMERICAL METHOD; OPTIMIZATION; POWER GENERATION; PRICE DYNAMICS; PRICING POLICY; RISK ASSESSMENT; SUSTAINABILITY; UNCERTAINTY ANALYSIS;

PORTUGAL;

EID: 84855576626     PISSN: 03605442     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.energy.2011.11.041     Document Type: Article

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