A Risk Aware Two-Stage Market Mechanism for Electricity with Renewable Generation.
Nathan DahlinRahul JainPublished in: CoRR (2020)
Keyphrases
- power generation
- renewable energy sources
- electricity markets
- power system
- electric power
- short term
- black scholes
- market prices
- portfolio management
- risk evaluation
- decision making
- generation process
- risk management
- unit commitment
- risk aversion
- risk neutral
- wind power
- financial crisis
- multi agent
- demand forecasting
- option pricing
- risk averse
- long term
- corporate governance
- power grid
- stock price
- sponsored search auctions