Investment criteria and risk calculation in regional electricity trading.
Ivan AndrocecSlavko KrajcarPublished in: EUROCON (2013)
Keyphrases
- investment strategies
- electricity markets
- market data
- sharpe ratio
- risk aversion
- decision making
- investment decisions
- competitive market
- portfolio management
- electric power
- financial markets
- risk management
- risk averse
- financial information
- stock exchange
- calculation method
- trading systems
- evaluation criteria
- utility function
- high risk
- risk measures
- asset allocation
- trading strategies
- foreign exchange
- portfolio optimization
- electronic commerce
- electricity consumption
- risk factors
- power grid
- software agents
- short term
- risk assessment
- load forecasting
- electric vehicle charging
- var model
- long term
- risk analysis
- stock market
- human capital
- power generation
- multiple criteria
- neural network
- economic development
- long run
- selection criteria