Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
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DOI: 10.1016/j.ejor.2015.10.013
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- Zheng Liu & Qi Xu & Kun Yang, 2018. "Optimal Independent Pricing Strategies of Dual-Channel Supply Chain Based on Risk-Aversion Attitudes," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(02), pages 1-17, April.
- Arega Getaneh Abate & Rossana Riccardi & Carlos Ruiz, 2022. "Contract design in electricity markets with high penetration of renewables: A two-stage approach," Papers 2201.09927, arXiv.org, revised Jun 2022.
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- Yang, Nan & Xiong, Zhendong & Ding, Li & Liu, Yikui & Wu, Lei & Liu, Zhao & Shen, Xun & Zhu, Binxin & Li, Zhenhua & Huang, Yuehua, 2024. "A game-based power system planning approach considering real options and coordination of all types of participants," Energy, Elsevier, vol. 312(C).
- Skolfield, J. Kyle & Escobedo, Adolfo R., 2022. "Operations research in optimal power flow: A guide to recent and emerging methodologies and applications," European Journal of Operational Research, Elsevier, vol. 300(2), pages 387-404.
- Ritzenhofen, Ingmar & Birge, John R. & Spinler, Stefan, 2016. "The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets," European Journal of Operational Research, Elsevier, vol. 255(1), pages 224-242.
- Talari, Saber & Shafie-khah, Miadreza & Osório, Gerardo J. & Aghaei, Jamshid & Catalão, João P.S., 2018. "Stochastic modelling of renewable energy sources from operators' point-of-view: A survey," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 1953-1965.
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- 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.
- Jonas Hinker & Thomas Wohlfahrt & Emily Drewing & Sergio Felipe Contreras Paredes & Daniel Mayorga González & Johanna M. A. Myrzik, 2018. "Adaptable Energy Systems Integration by Modular, Standardized and Scalable System Architectures: Necessities and Prospects of Any Time Transition," Energies, MDPI, vol. 11(3), pages 1-17, March.
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Keywords
Stochastic programming; Renewable energy investment planning; Stochastic Dual Dynamic Programming; Integer programming; Risk averse;All these keywords.
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