Revenue risk analysis for asset management

CIGRE Symposium Osaka 2007: System Development and Asset Management under Restructuring

Volumn , Issue , 2007, Pages

  Marmiroli, Marta ^a   Tanimoto, Masahiko ^a   Tsukamoto, Yukitoki ^a  

^a MITSUBISHI ELECTRIC CORPORATION   (Japan)

Author keywords

Asset; Earning at risk; Montecarlo simulation; Portfolio; Revenue; Risk factor; Risk management

Indexed keywords

ASSET; MONTE-CARLO SIMULATIONS; OPERATION AND MAINTENANCE; PHYSICAL CHARACTERISTICS; PORTFOLIO; POWER SYSTEM OPERATIONS; RISK FACTORS; TRANSMISSION CONGESTION;

EARNINGS; RISK MANAGEMENT; SUPPLY CHAINS;

INVESTMENTS;

EID: 84877275041     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (4)

1. J. Evens, D. Olson "Introduction to Simulation and Risk Analysis," Prentice Hall 2002
2. D. Pilipovic "Energy Risk," McGraw-Hill 1997
3. F. Lee, Q. Feng "Multi-area unit Commitment," IEEE Transaction on Power System Vol. 7, Issue 2, May 1992
4. M. Tanimoto et al. "Development of Risk Simulator for Electric Power Portfolio Management," TC9-6 IEEJ Electronics Information and Systems Society Conference September 5-6 2006 Yokohama, Japan.