Risk- and Variance-Aware Electricity Pricing.
Robert MiethJip KimYury DvorkinPublished in: CoRR (2019)
Keyphrases
- black scholes
- conditional expectation
- risk management
- minimum risk
- electric power
- risk assessment
- financial markets
- high risk
- electricity consumption
- variance reduction
- short term
- mechanism design
- risk analysis
- early warning
- standard deviation
- electricity markets
- risk factors
- multi agent
- dynamic pricing
- correlation coefficient
- portfolio optimization
- covariance matrix
- distributional assumptions
- computational intelligence
- wireless sensor networks