Optimal economic dispatch and risk management of thermal power plants in deregulated markets

DOI10.1287/OPRE.2013.1190MaRDI QIDQ5166247zbMATH OpenOpenAlexFDO

Authors

Publication date 26 June 2014

Published in Operations Research (Search for Journal in Brave)

Full work available at URL http://pubsonline.informs.org/doi/abs/10.1287/opre.2013.1190

zbMATH Keywords

energydynamic programmingapplicationnatural resources

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Credit risk (91G40)

Recommendations

• Valuation and Optimal Operation of Electric Power Plants in Competitive Markets
• Risk management in power markets: the hedging value of production flexibility
• On value of flexibility in energy risk management. Concepts, models, solutions
• Managing electricity market price risk
• Natural gas-fired power plants valuation and optimization under Lévy copulas and regime switching

Cited in

(10)

• Designing risk-free service for renewable wind and solar resources
• Relationship between least squares Monte Carlo and approximate linear programming
• Comparison of least squares Monte Carlo methods with applications to energy real options
• On the value of dual-firing power generation under uncertain gas network access
• Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
• Valuation and Optimal Operation of Electric Power Plants in Competitive Markets
• An options pricing approach to ramping rate restrictions at hydro power plants
• Forecasting the acquisition of university spin-outs: an RBF neural network approach
• A review of the operations literature on real options in energy
• Moving from linear to conic markets for electricity

This page was built for publication: Optimal economic dispatch and risk management of thermal power plants in deregulated markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5166247)