A soft robust methodology to devise hedging strategies in renewable energy trading based on electricity options

•Portfolio allocation of electricity contracts under risk- and ambiguity-constraints.•Trading of forward-type contracts, tooling agreements and call/put options.•Uncertainty in energy spot price is considered through an uncertainty set.•An efficient solution approach is provided to handle the propos...

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Vydané v:	Electric power systems research Ročník 207; s. 107852
Hlavní autori:	Brigatto, Arthur, Fanzeres, Bruno
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Amsterdam Elsevier B.V 01.06.2022 Elsevier Science Ltd
Predmet:	Adequacy Alternative energy Ambiguity Ambiguity constraints Call/Put options Composition Contracts Electric industries Electricity Electricity distribution Electricity generation Multi-level programming Power system economics Renewable energy Renewable energy sources Revenue Risk management Statistical analysis Supply contracts Brazil Call/Put options Multi-level programming Renewable energy sources Supply contracts Power system economics Ambiguity constraints
ISSN:	0378-7796, 1873-2046
On-line prístup:	Získať plný text
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