A survey of stochastic modelling approaches for liberalised electricity markets
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uncertainty modellingstochastic processesstochastic programmingOR in energyenergy system modelsenergy systems analysis
Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Production models (90B30)
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- scientific article; zbMATH DE number 1984256
Cites work
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- Electric load forecasting methods: tools for decision making
- Electricity prices and power derivatives: evidence from the Nordic Power Exchange
- Emissions trading and technology deployment in an energy-systems ``bottom-up model with technology learning
- Evolutionary techniques applied to the optimal short-term scheduling of the electrical energy production
- Optimizing profits from hydroelectricity production
- Short-Term Generation Asset Valuation: A Real Options Approach
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- Uncertainty in the electric power industry. Methods and models for decision support
- Valuation of Commodity-Based Swing Options
Cited in
(32)- Worst-case modelling for management decisions under incomplete information, with application to electricity spot markets
- Uncertainty in the electric power industry. Methods and models for decision support
- Fix-and-optimize procedures for solving the long-term unit commitment problem with pumped storages
- Sell or store? An ADP approach to marketing renewable energy
- scientific article; zbMATH DE number 1984256 (Why is no real title available?)
- A review of the operations literature on real options in energy
- Predicer: abstract stochastic optimisation model framework for multi-market operation
- Modeling and forecasting electricity demand. A risk management perspective
- Stochastic optimization of trading strategies in sequential electricity markets
- Robustness of capacity markets: a stochastic dynamic capacity investment model
- Heuristic decision rules for short-term trading of renewable energy with co-located energy storage
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
- Application of continuous stochastic processes in energy market models
- Optimization of Risk Management Problems in Generation and Trading Planning
- Stochasticity in electric energy systems planning
- Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market
- Stochastic modelling of volatility and inter-relationships in the Australian electricity markets
- Minimizing price‐risk exposure for deregulated electricity market participants
- Uncertain bidding zone configurations: the role of expectations for transmission and generation capacity expansion
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
- Electricity futures price models: calibration and forecasting
- The effect of long-term expansion on the evolution of electricity price: numerical analysis of a theoretically optimised electricity market
- An energy system optimization model accounting for the interrelations of multiple stochastic energy prices
- On multiple criteria decision support for suppliers on the competitive electric power market
- Electricity market stochastic dynamic model and its mean stability analysis
- Decision making under uncertainty in electricity markets
- Clean Valuation with Regard to EU Emission Trading
- Statistical properties and economic implications of jump-diffusion processes with shot-noise effects
- Combined scheduling and capacity planning of electricity-based ammonia production to integrate renewable energies
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
- Medium-term planning for thermal electricity production
- Quantum probes for fractional Gaussian processes
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