Risk management in power markets: The Hedging value of production flexibility
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- Moret, Fabio & Pinson, Pierre & Papakonstantinou, Athanasios, 2020. "Heterogeneous risk preferences in community-based electricity markets," European Journal of Operational Research, Elsevier, vol. 287(1), pages 36-48.
- Bhattacharya, Saptarshi & Gupta, Aparna & Kar, Koushik & Owusu, Abena, 2020. "Risk management of renewable power producers from co-dependencies in cash flows," European Journal of Operational Research, Elsevier, vol. 283(3), pages 1081-1093.
- Richstein, Jörn C. & Chappin, Émile J.L. & de Vries, Laurens J., 2015. "The market (in-)stability reserve for EU carbon emission trading: Why it might fail and how to improve it," Utilities Policy, Elsevier, vol. 35(C), pages 1-18.
- Johanna Bocklet & Martin Hintermayer, 2020. "How Does the EU ETS Reform Impact Allowance Prices? The Role of Myopia, Hedging Requirements and the Hotelling Rule," CESifo Working Paper Series 8579, CESifo.
- Nadarajah, Selvaprabu & Secomandi, Nicola, 2023. "A review of the operations literature on real options in energy," European Journal of Operational Research, Elsevier, vol. 309(2), pages 469-487.
- Vlad-Cosmin Bulai & Alexandra Horobet & Oana Cristina Popovici & Lucian Belascu & Sofia Adriana Dumitrescu, 2021. "A VaR-Based Methodology for Assessing Carbon Price Risk across European Union Economic Sectors," Energies, MDPI, vol. 14(24), pages 1-21, December.
- Gupta, Aparna & Palepu, Sai, 2024. "Designing risk-free service for renewable wind and solar resources," European Journal of Operational Research, Elsevier, vol. 315(2), pages 715-728.
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Keywords
Electricity risk Power derivatives Dispatch management of power plants Operational flexibility Futures markets Emission trading;Statistics
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