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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Detalhes bibliográficos
Autor principal: Azevedo, Filipe (author)
Outros Autores: Vale, Zita (author)
Formato: conferenceObject
Idioma:eng
Publicado em: 2013
Assuntos:
Texto completo:http://hdl.handle.net/10400.22/1361
País:Portugal
Oai:oai:recipp.ipp.pt:10400.22/1361