Minimizing price‐risk exposure for deregulated electricity market participants

Author:

Galloway Stuart,Dahal Keshav,Burt Graeme,McDonald James

Publisher

Emerald

Subject

Applied Mathematics,Electrical and Electronic Engineering,Computational Theory and Mathematics,Computer Science Applications

Reference12 articles.

1. Grayling, S. (Ed.) (1997), VaR Understanding and Applying Value at Risk, Risk, London.

2. A study of basic bidding strategy in clearing pricing auctions

3. Hedging new electricity market risks in the concentrated market-places in the European Union

4. Mattson, C., Lucarella, D. and Liu, C. (2001), “Modeling a competitor's bidding behavior using fuzzy inference networks”, Presented at Intelligent System Application to Power Systems, June 2001, Budapest, Hungary.

5. Ofgem (1999a), The New Electricity Trading Arrangements, available at: http://www.ofgem.gov.uk Vols 1 and 2.

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