A long-term risk management tool for electricity markets using swarm intelligence
This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the l...
Autor principal: | |
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Outros Autores: | , , |
Formato: | article |
Idioma: | eng |
Publicado em: |
2013
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Assuntos: | |
Texto completo: | http://hdl.handle.net/10400.22/1597 |
País: | Portugal |
Oai: | oai:recipp.ipp.pt:10400.22/1597 |