Risk-Averse Hydropower Planning for Bidding into Sequential Electricity Markets.
Alexander Svensson MarcialMagnus PerningeRobert ErikssonPublished in: CCTA (2022)
Keyphrases
- electricity markets
- risk averse
- market prices
- bidding strategies
- risk neutral
- stochastic programming
- electric power
- multistage
- risk aversion
- software agents
- utility function
- expected utility
- decision makers
- production planning
- portfolio management
- decision theoretic
- market clearing
- business models
- multi objective
- market participants
- case study
- resource allocation
- cooperative