Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market

Author:

García-González Javier,Parrilla Ernesto,Mateo Alicia

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference37 articles.

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3. Batlle, C., Barquín, J., 2002. Fuel prices scenario generation based in a multivariate GARCH model for risk analysis in a wholesale electricity market. In: 7th International Conference on Probabilistic Methods Applied to Power Systems (PMAPS), Naples.

4. Input–output HMM’s for sequence processing;Bengio;IEEE Transactions on Neural Networks,1996

5. Modelling Prices in Competitive Electricity Markets;Bunn,2004

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