Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market.
Yumi OumShmuel S. OrenPublished in: Decis. Anal. (2010)
Keyphrases
- electricity markets
- market clearing
- profit maximizing
- electric power
- competitive market
- risk management
- software agents
- unit commitment
- wind power
- market participants
- bidding strategies
- power generation
- optimal solution
- risk assessment
- artificial intelligence
- market prices
- multi agent
- optimal strategy
- worst case
- supply chain
- dynamic programming
- long term