Multi-agent optimization of electricity markets participation portfolio with NPSO-LRS

The increasing unpredictability of electricity market prices as reflection of the renewable generation variability brings a new dimension to risk formulation, since market participation risk should consider the prices variation in each market. This paper proposes a new portfolio optimization model,...

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Bibliographic Details
Main Author: Faia, Ricardo (author)
Other Authors: Pinto, Tiago (author), Vale, Zita (author), Corchado, Manuel (author)
Format: conferenceObject
Language:eng
Published: 2021
Subjects:
Agent-based simulation
Decision support
Electricity markets
Portfolio optimization
Swarm Intelligence
Online Access:http://hdl.handle.net/10400.22/18492
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/18492

Internet

http://hdl.handle.net/10400.22/18492

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