Mean-risk efficient portfolio analysis of demand response and supply resources
Authors:
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- Power Portfolio Optimization in Deregulated Electricity Markets With Risk ManagementIEEE Transactions on Power Systems, 2006
- Hedging quantity risks with standard power options in a competitive wholesale electricity marketNaval Research Logistics (NRL), 2006
- Electricity derivatives and risk managementEnergy, 2006
- A Stochastic Programming Approach to Power Portfolio OptimizationOperations Research, 2006
- Optimal Price and Quantity Determination for Retail Electric Power ContractsIEEE Transactions on Power Systems, 2006
- Efficient frontiers for electricity procurement by an LDC with multiple purchase optionsOmega, 2006
- Multi-Period VaR-Constrained Portfolio Optimization with Applications to the Electric Power SectorThe Energy Journal, 2005
- The efficient frontier for spot and forward purchases: an application to electricityJournal of the Operational Research Society, 2004
- Managing electricity procurement cost and risk by a local distribution companyEnergy Policy, 2004
- The Trouble With Electricity Markets: Understanding California's Restructuring DisasterJournal of Economic Perspectives, 2002