Value-at-risk methodologies for effective energy portfolio risk management
Sign Up to like & getrecommendations! Published in 2019 at "Economic Analysis and Policy"
DOI: 10.1016/j.eap.2019.03.002
Abstract: Abstract Research has shown that the prediction of future variance through advanced GARCH type models is essential for an effective energy portfolio risk management. Still there has been a failure to provide a clear view… read more here.
Keywords: methodology; effective energy; risk; energy portfolio ... See more keywords
Optimal Bidding Strategy Considering Bilevel Approach and Multistage Process for a Renewable Energy Portfolio Manager Managing RESs With ESS
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Systems Journal"
DOI: 10.1109/jsyst.2021.3131138
Abstract: This article presents a bilevel and multistage framework in whicha renewable energy portfolio manager (REPM) manages renewable energy sources (RESs) integrated with an energy storage system (ESS) to reduce imbalances and joins in the day-ahead… read more here.
Keywords: energy portfolio; renewable energy; multistage; portfolio manager ... See more keywords
A Hybrid Energy System Workflow for Energy Portfolio Optimization
Sign Up to like & getrecommendations! Published in 2021 at "Energies"
DOI: 10.3390/en14154392
Abstract: This manuscript develops a workflow, driven by data analytics algorithms, to support the optimization of the economic performance of an Integrated Energy System. The goal is to determine the optimum mix of capacities from a… read more here.
Keywords: optimization; energy system; energy portfolio; energy ... See more keywords