2 search results - page 1 / 1 » Multi-Stage Stochastic Electricity Portfolio Optimization in... |
IFIP
2005
Springer
13 years 10 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
ISIPTA
2005
IEEE
13 years 10 months ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...