2 search results - page 1 / 1 » Multi-Stage Stochastic Electricity Portfolio Optimization in... |
IFIP
2005
Springer
14 years 28 days ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
ISIPTA
2005
IEEE
14 years 1 months ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...