The natural hedge of a gas-fired power plant

DOI10.1007/s10287-014-0222-xzbMath1397.90210OpenAlexW2085116453WikidataQ59476883 ScholiaQ59476883MaRDI QIDQ1789569

Alexandros Beskos, Xiaojia Guo, Afzal S. Siddiqui

Publication date: 10 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-014-0222-x

zbMATH Keywords

stochastic programmingrisk managementelectricity markets

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (2)

Coordination of power and natural gas markets via financial instruments ⋮ Computational Management Science special issue on ``Optimisation methods and applications in the energy sector

Cites Work

• Unnamed Item
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
• Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
• Decision making under uncertainty in electricity markets
• Risk aversion for an electricity retailer with second-order stochastic dominance constraints
• Electricity price forecasting through transfer function models
• Introduction to Stochastic Programming
• Architecture of Power Markets
• Scenarios for multistage stochastic programs

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