A Trader Portfolio Optimization of Bilateral Contracts in Electricity Retail Markets.
Hugo AlgarvioFernando LopesJorge A. M. SousaJoao LagartoPublished in: DEXA Workshops (2014)
Keyphrases
- portfolio optimization
- spot market
- stock market
- garch model
- supply chain
- double auction
- portfolio selection
- portfolio management
- electricity markets
- problems involving
- stock exchange
- stock price
- financial markets
- robust optimization
- bi objective
- short term
- risk management
- factor analysis
- optimization methods
- bidding strategies
- software agents
- market share
- investment decisions
- expected profit