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)

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

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