A Risk Aware Two-Stage Market Mechanism for Electricity with Renewable Generation.
Nathan DahlinRahul JainPublished in: ACC (2020)
Keyphrases
- power generation
- renewable energy sources
- electricity markets
- decision making
- power system
- risk neutral
- unit commitment
- risk evaluation
- black scholes
- electric power
- risk averse
- stochastic programming
- financial crisis
- short term
- portfolio management
- risk management
- stock market
- wind power
- corporate governance
- market participants
- risk aversion
- market prices
- market data
- option pricing
- generation process
- demand forecasting
- market clearing
- risk analysis
- high risk
- long term