A short-term risk management tool applied to OMEL electricity market using particle swarm optimization
Short-term risk management is highly dependent on long-term contractual decisions previously established; risk aversion factor of the agent and short-term price forecast accuracy. Trying to give answers to that problem, this paper provides a different approach for short-term risk management on elect...
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Formato: | conferenceObject |
Idioma: | eng |
Publicado em: |
2013
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Texto completo: | http://hdl.handle.net/10400.22/1361 |
País: | Portugal |
Oai: | oai:recipp.ipp.pt:10400.22/1361 |