A Machine Learning approach to Risk Minimisation in Electricity Markets with Coregionalized Sparse Gaussian Processes
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References listed on IDEAS
- Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015.
"Hedging strategies in energy markets: The case of electricity retailers,"
Elsevier, vol. 51(C), pages 503-509.
- Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Post-Print halshs-01194750, HAL.
- Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015. "Hedging strategies in energy markets: the case of electricity retailers," LSE Research Online Documents on Economics 82976, London School of Economics and Political Science, LSE Library.
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- Coulon, Michael & Powell, Warren B. & Sircar, Ronnie, 2013. "A model for hedging load and price risk in the Texas electricity market," Energy Economics, Elsevier, vol. 40(C), pages 976-988.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BIG-2019-04-01 (Big Data)
- NEP-CMP-2019-04-01 (Computational Economics)
- NEP-ENE-2019-04-01 (Energy Economics)
- NEP-RMG-2019-04-01 (Risk Management)
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