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Titel:

A multi-stage stochastic programming model for managing risk-optimal electricity portfolios

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Hochreiter, R.; Wozabal, D.
Nicht-TUM Koautoren:
ja
Kooperation:
international
Abstract:
We present a multi-stage decision model, which serves as a building block for solving various electricity portfolio management problems. The basic setup consists of a portfolio optimization model for a large energy consumer, which has to decide about its mid-term electricity portfolio composition. The given stochastic demand may be fulfilled by buying energy on the spot or futures market, by signing a supply contract, or by producing electricity in a small plant. We formulate the problem in a dy...     »
Intellectual Contribution:
Discipline-based Research
Zeitschriftentitel:
Energy Systems
Journal gelistet in FT50 Ranking:
nein
Jahr:
2010
Seitenangaben Beitrag:
383-404
Nachgewiesen in:
Scopus; Web of Science
Sprache:
en
Volltext / DOI:
doi:10.1007/978-3-642-12686-4_14
WWW:
http://dx.doi.org/10.1007/978-3-642-12686-4_14
Status:
Erstveröffentlichung
Urteilsbesprechung:
0
Key publication:
Nein
Peer reviewed:
Ja
International:
Ja
Book review:
Nein
commissioned:
not commissioned
Professional Journal:
Nein
Interdisziplinarität:
Ja
Leitbild:
Energy, Climate, Environment
Ethics und Sustainability:
Ja
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