Optimal operation of a hydropower plant in a stochastic environment

DOI10.1080/14697688.2024.2332384MaRDI QIDQ6587728zbMATH OpenFDO

Authors Isabel Figuerola-Ferretti, Eduardo S. Schwartz

Publication date 14 August 2024

Published in Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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Cites work

• Electricity prices and power derivatives: evidence from the Nordic Power Exchange
• Influence of forecasting electricity prices in the optimization of complex hydrothermal systems
• Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
• Valuation and Optimal Operation of Electric Power Plants in Competitive Markets
• Valuation of energy storage: an optimal switching approach

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