The natural hedge of a gas-fired power plant
DOI10.1007/S10287-014-0222-XzbMATH Open1397.90210OpenAlexW2085116453WikidataQ59476883 ScholiaQ59476883MaRDI QIDQ1789569FDOQ1789569
Authors: Xiaojia Guo, Alexandros Beskos, Afzal 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
Recommendations
- Risk management in power markets: the hedging value of production flexibility
- Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming
- Valuation of power plants
- Integrated electricity-gas operations planning in long-term hydroscheduling based on stochastic models
- Natural gas-fired power plants valuation and optimization under Lévy copulas and regime switching
Management decision making, including multiple objectives (90B50) Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
- Title not available (Why is that?)
- Introduction to Stochastic Programming
- Scenarios for multistage stochastic programs
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
- Decision making under uncertainty in electricity markets
- Electricity price forecasting through transfer function models
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- Architecture of Power Markets
Cited In (5)
- On the value of dual-firing power generation under uncertain gas network access
- Optimization of electricity futures and LNG futures trading under practical constraints of power producers in Japan
- PPA investments of minimal variability
- Computational Management Science special issue on ``Optimisation methods and applications in the energy sector
- Coordination of power and natural gas markets via financial instruments
This page was built for publication: The natural hedge of a gas-fired power plant
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1789569)
