Hydroassets portfolio management for intraday electricity trading from a discrete time stochastic optimization perspective

Author:

Farinelli Simone,Tibiletti LuisaORCID

Publisher

Springer Science and Business Media LLC

Subject

General Energy,Economics and Econometrics,Modelling and Simulation

Reference47 articles.

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3. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Math. Finance 9(3), 203–228 (1999)

4. Askew, A.J.: Optimum reservoir operating policies and the imposition of a reliability constraint. Water Resour. Res. 10(1), 51–56 (1974)

5. Barroso, L., Rebennack, S., Steeger, G.: Optimal bidding strategies for hydro-electric producers: a literature survey. IEEE Trans. Power Syst. 29(4), 1758–1766 (2014)

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