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...

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Detalhes bibliográficos
Autor principal: Azevedo, Filipe (author)
Outros Autores: Vale, Zita (author), Oliveira, P. B. Moura (author), Khodr, H. M. (author)
Formato: article
Idioma:eng
Publicado em: 2013
Assuntos:
Texto completo:http://hdl.handle.net/10400.22/1597
País:Portugal
Oai:oai:recipp.ipp.pt:10400.22/1597