Risk-limiting, market-based power dispatch and pricing.
Masaki YoMasahiro OnoBrian C. WilliamsShuichi AdachiPublished in: ECC (2013)
Keyphrases
- black scholes
- option pricing
- financial markets
- convertible bonds
- fuzzy numbers
- power consumption
- stock price
- financial crisis
- stock exchange
- risk management
- market data
- optimal pricing
- decision making
- electricity markets
- risk evaluation
- pricing strategies
- dynamic pricing
- portfolio management
- stock market
- reactive power
- black scholes model
- portfolio optimization
- pricing model
- risk aversion
- risk neutral
- market conditions
- investment strategies
- profit maximizing
- portfolio selection
- pricing mechanism
- investment decisions
- high risk
- risk assessment