Value at risk approach to producer's best response in an electricity market with uncertain demand-Reference-Cited by-同舟云学术

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Value at risk approach to producer's best response in an electricity market with uncertain demand

Published:2022-05-15 Issue: Volume: Page:1-23
ISSN:0233-1934
Container-title:Optimization
language:en
Short-container-title:Optimization

Author:

Branda Martin¹²,Henrion René³,Pištěk Miroslav²⁴

Affiliation:

1. Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic

2. The Czech Academy of Sciences, Institute of Information Theory and Automation, Prague 8, Czech Republic

3. Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany

4. Faculty of Management, University of Economics, Jindřichův Hradec, Czech Republic

Funder

DFG Collaborative Research Centre CRC/Transregio 154

Czech Science Foundation

Publisher

Informa UK Limited

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331934.2022.2076232

Reference33 articles.

1. Demand response versus storage flexibility in energy: multi-objective programming considerations

2. Modeling and Forecasting Electricity Demand

3. Density forecasting of daily electricity demand with ARMA-GARCH, CAViaR, and CARE econometric models

4. Efficient market-clearing prices in markets with nonconvexities

5. Dual Pricing Algorithm in ISO Markets

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