Distributionally Robust Trading Strategies for Renewable Energy Producers
Author:
Affiliation:
1. Dyson School of Design Engineering, Imperial College London, London, U.K.
Funder
Smart4RES project
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Link
http://xplorestaging.ieee.org/ielx7/9794458/10070101/10032566.pdf?arnumber=10032566
Reference22 articles.
1. From Data to Decisions: Distributionally Robust Optimization Is Optimal
2. Selling Wind
3. Data-Driven Feature-Based Newsvendor: A Distributionally Robust Approach
4. A data-driven distributionally robust newsvendor model with a Wasserstein ambiguity set
5. Generalizing renewable energy forecasting using automatic feature selection and combination;meer;Proc IEEE 17th Int Conf Probabilistic Methods Appl Power Syst,0
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