Medium term power portfolio optimization considering locational electricity prices and risk aversion for a power producer in a deregulated electricity market

In the construction sector, the integration of photovoltaic systems, better known as BIPV (Building Integrated Photovoltaics), has numerous advantages since, by generating

(2018) describe at least six different hedging methods based on autoregressive conditionally heteroscedastic (ARCH) models, which seek to obtain an explanation of the

This tool is used to analyze the influence of the electricity price forecasting error and the limitations of the SG (in terms of the maximum power allowed to be

In particular, in order to obtain portfolios that are comparable with the ones obtained in the previous stage (which are optimal in the Markowitz’s (1952) sense)

Obviously, the substitution process among different energy sources is not just a matter of technological change, and not infrequently this process is driven by relative prices

Figure 13 depicts hourly electricity load data together with the estimated responses, while Figure 14 shows the same variables but differentiated by time of day (hour). As can

Global warming, intermittent production, and efficient use of energy require adequate demand 

To find the customer interest in performing a demand offer -reduction of its forecasted demand in a time pe- riod where prices are high [7]- in short-term markets, the