Benutzer: Gast  Login
Titel:

Multi-stage stochastic electricity portfolio optimization in liberalized energy markets

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Hochreiter, R.; Pflug, G. Ch.; Wozabal, D.
Nicht-TUM Koautoren:
ja
Kooperation:
international
Abstract:
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spot price process and is represented by a scenario tree. The decision that has to be taken is how much energy should be bought in advance, and how large the exposition to the uncertain spot market, as well as the relatively expensive production with an own power plant should be. The risk is modeled using an Average Value...     »
Intellectual Contribution:
Discipline-based Research
Zeitschriftentitel:
Springer IFIP International Federation for Information Processing Series, System Modeling and Optimization
Journal gelistet in FT50 Ranking:
nein
Jahr:
2006
Heft / Issue:
199
Seitenangaben Beitrag:
219-226
Nachgewiesen in:
Scopus; Web of Science
Sprache:
en
Volltext / DOI:
doi:10.1007/0-387-33006-2_20
WWW:
http://dx.doi.org/10.1007/0-387-33006-2_20
Status:
Erstveröffentlichung
Urteilsbesprechung:
0
Key publication:
Nein
Peer reviewed:
Ja
International:
Ja
Book review:
Nein
commissioned:
not commissioned
Professional Journal:
Nein
Interdisziplinarität:
Nein
Leitbild:
Energy, Climate, Environment
Ethics und Sustainability:
Ja
 BibTeX