Optimal operation of a hydropower plant in a stochastic environment-Reference-Cited by-同舟云学术

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Optimal operation of a hydropower plant in a stochastic environment

Published:2024-04-22 Issue:5 Volume:24 Page:521-539
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Figuerola-Ferretti Isabel¹,Schwartz Eduardo²,Segarra Ignacio³

Affiliation:

1. ICADE and Center for Low Carbon Hydrogen Studies, Universidad Pontificia Comillas, Madrid, Spain

2. Beedie School of Business, Simon Fraser University, Vancouver, Canada

3. Instituto de Investigación Tecnológica (IIT), Universidad Pontificia Comillas, Madrid, Spain

Funder

Ministerio de Ciencia, Innovación y Universidades

Ryan Beedie Chair in Finance

Center for low carbon hydrogen studies

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2024.2332384

Reference23 articles.

1. Influence of forecasting electricity prices in the optimization of complex hydrothermal systems

2. Electricity price modeling with stochastic time change

3. Evaluating Natural Resource Investments

4. Valuation of energy storage: an optimal switching approach

5. Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality

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