Hedging quantity risks of power plants with standard power options
Power plants in the competitive market will face volatile generation cost and volatile spot price, and risk management will become crucial. We address quantity risk faced by power plants with quadratic cost, which produce electricity with variable cost and sell it at spot price. By innovatively modi...
| Главные авторы: | , , , , |
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| Формат: | Conference item |
| Язык: | English |
| Опубликовано: |
IEEE
2017
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