Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization.
Suvrajeet SenLihua YuTalat GencPublished in: WSC (2002)
Keyphrases
- electricity markets
- stochastic programming
- power generation
- portfolio optimization
- robust optimization
- electric power
- portfolio selection
- multistage
- software agents
- market clearing
- risk management
- financial markets
- linear program
- portfolio management
- scheduling problem
- stock market
- business models
- resource allocation
- transaction costs
- stock price
- power system
- market participants
- long term