Analysis of futures and spot electricity markets under risk aversion
From MaRDI portal
Publication:2030684
Recommendations
- Futures market trading for electricity producers and retailers
- Electricity retail contracting under risk-aversion
- Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties
- Supply function equilibrium in electricity spot markets with contracts and price caps
- Stackelberg game-based decentralised supply chain coordination considering both futures and spot markets
Cites work
- A multi-product risk-averse newsvendor with exponential utility function
- Analysis of stochastic dual dynamic programming method
- Basic theoretical foundations and insights on bilevel models and their applications to power systems
- Capacity expansion under uncertainty in an oligopoly using indirect reinforcement-learning
- Coherent measures of risk
- Complementarity modeling in energy markets
- Contract design and supply chain coordination in the electricity industry
- Cournot competition, forward markets and efficiency
- Credit risk optimization with conditional Value-at-Risk criterion
- Decision making under uncertainty in electricity markets
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
- Dynamic monetary risk measures for bounded discrete-time processes
- Electricity retail contracting under risk-aversion
- Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power
- Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Futures market trading for electricity producers and retailers
- Generalized Nash equilibrium problems
- Generation capacity expansion in a risky environment: a stochastic equilibrium analysis
- Hedging and vertical integration in electricity markets
- Heterogeneous risk preferences in community-based electricity markets
- Manufacturer's return policy in a two-stage supply chain with two risk-averse retailers and random demand
- On a time consistency concept in risk averse multistage stochastic programming
- On solving multistage stochastic programs with coherent risk measures
- On the impact of forward markets on investments in oligopolistic markets with reference to electricity
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
- Risk Aversion in Inventory Management
- Strategic procurement in spot and forward markets considering regulation and capacity constraints
- Strategic spot trading in supply chains
- Supply chain competition with multiple manufacturers and retailers
- Supply chain coordination with insurance contract
- Time consistent dynamic risk measures
Cited in
(8)- Self-design fun: should 3D printing be employed in mass customization operations?
- Electricity retail contracting under risk-aversion
- scientific article; zbMATH DE number 2156316 (Why is no real title available?)
- Demand information sharing in the presence of B2B spot market
- Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market
- Equilibrium decisions of power supply chain members facing the uncertainty risk of renewable energy production
- Dynamic decision-making for carbon emission reduction in the electricity supply chain under different allowance allocation schemes
- Retail competition, consumer switching, and forward hedging in electricity markets
This page was built for publication: Analysis of futures and spot electricity markets under risk aversion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2030684)
