Electricity pool prices: long-term uncertainty characterization for futures-market trading and risk management.
Antonio J. ConejoFrancisco J. NogalesMiguel CarriónJuan M. MoralesPublished in: J. Oper. Res. Soc. (2010)
Keyphrases
- risk management
- futures market
- long term
- short run
- long run
- electricity markets
- short term
- decision support system
- risk assessment
- risk evaluation
- electric power
- financial markets
- market participants
- risk analysis
- project management
- operational risk
- optimal policy
- software projects
- decision theory
- commercial banks
- artificial intelligence
- portfolio optimization
- software agents
- data mining
- competitive market
- open source