Heterogeneous risk preferences in community-based electricity markets

DOI10.1016/j.ejor.2020.04.034zbMath1443.91221OpenAlexW3022921733MaRDI QIDQ2189914

Pierre Pinson, Athanasios Papakonstantinou, Fabio Moret

Publication date: 17 June 2020

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.04.034

zbMATH Keywords

fairnessOR in energyrisk hedgingdecentralized electricity marketsdecision-making under uncertainties

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (2)

Analysis of futures and spot electricity markets under risk aversion ⋮ Privacy impact on generalized Nash equilibrium in peer-to-peer electricity market

Cites Work

• Equilibrium, uncertainty and risk in hydro-thermal electricity systems
• Decision making under uncertainty in electricity markets
• Risk management in power markets: the hedging value of production flexibility
• Peer-to-peer electricity market analysis: from variational to generalized Nash equilibrium
• Coherent Measures of Risk
• Fairness through awareness
• On the Relationship between Complete and Incomplete Financial Market Models
• Hedging quantity risks with standard power options in a competitive wholesale electricity market
• Risk Measures and Comonotonicity: A Review
• On Solving Multistage Stochastic Programs with Coherent Risk Measures

This page was built for publication: Heterogeneous risk preferences in community-based electricity markets