Internal hedging of intermittent renewable power generation and optimal portfolio selection.
Carlo LucheroniCarlo MariPublished in: Ann. Oper. Res. (2021)
Keyphrases
- portfolio selection
- power generation
- optimal portfolio
- power system
- financial markets
- short term
- stochastic programming
- transaction costs
- robust optimization
- wind power
- production cost
- dynamic programming
- long term
- load forecasting
- power plant
- renewable energy sources
- optimal strategy
- electric power systems
- multiple objectives
- genetic algorithm