Modeling and Managing Joint Price and Volumetric Risk for Volatile Electricity Portfolios
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DOI: 10.3390/en13143578
Abstract: With an increasing share of renewable energy resources participating in electricity markets, there is a growing dependence between renewable power production and clearing prices of spot markets. Modeling this dependence using bivariate analysis can result… read more here.
Keywords: risk; portfolio; trader; electricity ... See more keywords