Electricity price modelling for profit at risk management
http://www.erasmusenergy.com/articles/130/1/Electricity-price-modelling-for-profit-at-risk-management/Page1.html
Jacob Lemming
By Jacob Lemming
Published on 12/21/2007
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In liberalized electricity markets power producers face a wide range of decision problems that require modelling of electricity prices as a crucial input. In this chapter we look at risk management decisions and specifically on how electricity price modelling affects the optimal solution to a relatively simple risk management decision problem
Published in:
Publication year:
In liberalized electricity markets power producers face a wide range of decision problems that require modelling of electricity prices as a crucial input. In this chapter we look at risk management decisions and specifically on how electricity price modelling affects the optimal solution to a relatively simple risk management decision problem
Electricity price modelling for profit at risk management
In liberalized electricity markets power producers face a wide range of decision problems that require modelling of electricity prices as a crucial input. In this chapter we look at risk management decisions and specifically on how electricity price modelling affects the optimal solution to a relatively simple risk management decision problem