Financial risk management in the electric power industry using stochastic optimization

zbMATH Open1159.91408MaRDI QIDQ3539476FDOQ3539476

Authors:

Publication date: 18 November 2008

Full work available at URL: http://www.ici.ro/camo/journal/v6n2.htm

Recommendations

• scientific article; zbMATH DE number 1984255
• Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
• Delta-Hedging a Hydropower Plant Using Stochastic Programming
• On value of flexibility in energy risk management. Concepts, models, solutions
• Managing electricity market price risk

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

Cited In (4)

• Dynamic hedging for the real option management of hydropower production with exchange rate risks
• Financial modelling, risk management of energy instruments and the role of cryptocurrencies
• Risk management of renewable power producers from co-dependencies in cash flows
• Dynamic management of hydropower-irrigation systems

This page was built for publication: Financial risk management in the electric power industry using stochastic optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3539476)