An efficient probabilistic assessment method for electricity market risk management

IEEE Transactions on Power Systems

Volumn 27, Issue 3, 2012, Pages 1485-1493

  Huang, Jie ^a,b   Xue, Yusheng ^a   Dong, Zhao Yang ^c   Wong, Kit Po ^d  

^a STATE GRID ELECTRIC POWER RESEARCH INSTITUTE   (China)

^b HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^c UNIVERSITY OF NEWCASTLE   (Australia)

^d UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Adaptive importance sampling; electricity market; price estimation; price spike probability; risk assessment; sequential importance sampling

Indexed keywords

ADAPTIVE IMPORTANCE SAMPLING; ELECTRICITY MARKET; PRICE ESTIMATION; PRICE SPIKE; SEQUENTIAL IMPORTANCE SAMPLING;

COSTS; ELECTRIC INDUSTRY; ESTIMATION; IMPORTANCE SAMPLING; POWER QUALITY; RISK ASSESSMENT; RISK MANAGEMENT;

MONTE CARLO METHODS;

EID: 84864280642     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2012.2183900     Document Type: Article

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