Designing risk-free service for renewable wind and solar resources

DOI10.1016/J.EJOR.2023.11.041MaRDI QIDQ6554670zbMATH OpenFDO

Authors Aparna Gupta, Sai Palepu

Publication date 13 June 2024

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

Full work available at URL https://doi.org/10.1016/J.EJOR.2023.11.041

zbMATH Keywords

OR in energyrenewable energyrisk mitigationsecuritizationstochastic design

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• Chance-constrained economic dispatch with renewable energy and storage
• Energy storage operation and electricity market design: on the market power of monopolistic storage operators
• scientific article; zbMATH DE number 3340881 (Why is no real title available?)
• Internal hedging of intermittent renewable power generation and optimal portfolio selection
• Managing electricity market price risk
• Minimum-relative-entropy calibration of asset-pricing models
• Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
• Optimal economic dispatch and risk management of thermal power plants in deregulated markets
• Risk management in power markets: the hedging value of production flexibility
• Risk management of renewable power producers from co-dependencies in cash flows
• Robust multi-stage economic dispatch with renewable generation and storage
• Stochastic optimization for power system configuration with renewable energy in remote areas
• The minimal entropy martingale measure and the valuation problem in incomplete markets
• The minimal entropy martingale measure in a market of traded financial and actuarial risks

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