Short-term risk management for electricity retailers under rising shares of decentralized solar generation
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DOI: 10.5445/IR/1000134345
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- Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2022. "Short-term risk management of electricity retailers under rising shares of decentralized solar generation," Energy Economics, Elsevier, vol. 109(C).
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- Kraft, Emil & Russo, Marianna & Keles, Dogan & Bertsch, Valentin, 2023.
"Stochastic optimization of trading strategies in sequential electricity markets,"
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- Kraft, Emil & Russo, Marianna & Keles, Dogan & Bertsch, Valentin, 2021. "Stochastic optimization of trading strategies in sequential electricity markets," Working Paper Series in Production and Energy 58, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
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More about this item
Keywords
Electricity markets; Stochastic model; Stochastic programming; Retailer uncertainty modeling; Riskmanagement;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2021-07-19 (Energy Economics)
- NEP-ORE-2021-07-19 (Operations Research)
- NEP-REG-2021-07-19 (Regulation)
- NEP-RMG-2021-07-19 (Risk Management)
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