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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Bibliographic Details
Main Author: Azevedo, Filipe (author)
Other Authors: Vale, Zita (author)
Format: conferenceObject
Language:eng
Published: 2013
Subjects:
Optimization
Particle swarm optimization
Portfolio
Risk management
Uncertainty
Online Access:http://hdl.handle.net/10400.22/1361
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/1361

Internet

http://hdl.handle.net/10400.22/1361

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