A soft robust methodology to devise hedging strategies in renewable energy trading based on electricity options

Author:

Brigatto Arthur,Fanzeres BrunoORCID

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Energy Engineering and Power Technology

Reference59 articles.

1. Economics of Electricity: Markets, Competition and Rules;Creti,2019

2. A column-and-constraint generation algorithm to find nash equilibrium in pool-based electricity markets;Fanzeres;Electr. Power Syst. Res.,2020

3. A novel framework to define the pemium for investment in complementary renewable projects;Passos,2014

4. Portfolio applications in electricity markets review: private investor and manager perspective trends;Odeh;Renew. Sustain. Energy Rev.,2018

5. Robust strategic bidding in auction-based markets;Fanzeres;Eur. J. Oper. Res.,2019

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