Integrated risk management for an electricity producer
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- Paolo Falbo & Carlos Ruiz, 2021. "Joint optimization of sales-mix and generation plan for a large electricity producer," Papers 2110.02016, arXiv.org.
- Adams, R. & Jamasb, J., 2016.
"Optimal Power Generation Portfolios with Renewables: An Application to the UK,"
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- Rowan Adams & Tooraj Jamasb, 2016. "Optimal Power Generation Portfolios with Renewables: An Application to the UK," Working Papers EPRG 1620, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Elberg, Christina & Hagspiel, Simeon, 2015. "Spatial dependencies of wind power and interrelations with spot price dynamics," European Journal of Operational Research, Elsevier, vol. 241(1), pages 260-272.
- Falbo, Paolo & Ruiz, Carlos, 2023. "Joint optimization of sales-mix and generation plan for a large electricity producer," Energy Economics, Elsevier, vol. 120(C).
- 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.
- Falbo, Paolo & Ruiz, Carlos, 2019. "Optimal sales-mix and generation plan in a two-stage electricity market," Energy Economics, Elsevier, vol. 78(C), pages 598-614.
- 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.
- Falbo, Paolo & Felletti, Daniele & Stefani, Silvana, 2013. "Free EUAs and fuel switching," Energy Economics, Elsevier, vol. 35(C), pages 14-21.
- 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.
- Lima, Ricardo M. & Novais, Augusto Q. & Conejo, Antonio J., 2015. "Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach," European Journal of Operational Research, Elsevier, vol. 240(2), pages 457-475.
- Moghimi Ghadikolaei, Hadi & Ahmadi, Abdollah & Aghaei, Jamshid & Najafi, Meysam, 2012. "Risk constrained self-scheduling of hydro/wind units for short term electricity markets considering intermittency and uncertainty," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(7), pages 4734-4743.
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Keywords
Risk management OR in energy Production Forwards;Statistics
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