Risk-based optimal bidding patterns in the deregulated power market using extended Markowitz model
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DOI: 10.1016/j.energy.2019.116516
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Cited by:
- Wu, Jiahui & Wang, Jidong & Kong, Xiangyu, 2022. "Strategic bidding in a competitive electricity market: An intelligent method using Multi-Agent Transfer Learning based on reinforcement learning," Energy, Elsevier, vol. 256(C).
- Lu, Xiaohui & Yang, Yang & Wang, Peifang & Fan, Yiming & Yu, Fangzhong & Zafetti, Nicholas, 2021. "A new converged Emperor Penguin Optimizer for biding strategy in a day-ahead deregulated market clearing price: A case study in China," Energy, Elsevier, vol. 227(C).
- Setya Budi, Rizki Firmansyah & Sarjiya, & Hadi, Sasongko Pramono, 2022. "Indonesia's deregulated generation expansion planning model based on mixed strategy game theory model for determining the optimal power purchase agreement," Energy, Elsevier, vol. 260(C).
- Cassidy K. Buhler & Hande Y. Benson, 2023. "Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification," Papers 2306.12639, arXiv.org.
- Motamedi Sedeh, Omid & Ostadi, Bakhtiar, 2020. "Optimization of bidding strategy in the day-ahead market by consideration of seasonality trend of the market spot price," Energy Policy, Elsevier, vol. 145(C).
- Mojtaba Shivaie & Mohammad Kiani-Moghaddam & Philip D Weinsier, 2022. "Bilateral bidding strategy in joint day-ahead energy and reserve electricity markets considering techno-economic-environmental measures," Energy & Environment, , vol. 33(4), pages 696-727, June.
- Kavita Jain & Muhammed Basheer Jasser & Muzaffar Hamzah & Akash Saxena & Ali Wagdy Mohamed, 2022. "Harris Hawk Optimization-Based Deep Neural Networks Architecture for Optimal Bidding in the Electricity Market," Mathematics, MDPI, vol. 10(12), pages 1-19, June.
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Keywords
Markowitz model; Deregulated market; Risk estimation; Value at risk (VaR); Energy generation cost;All these keywords.
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