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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Hochreiter, R.; Pflug, G. Ch.; Wozabal, D. 
Nicht-TUM Koautoren:
ja 
Kooperation:
international 
Titel:
Multi-stage stochastic electricity portfolio optimization in liberalized energy markets 
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:
Status:
Erstveröffentlichung 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Professional Journal:
Nein 
Interdisziplinarität:
Nein 
Leitbild:
Energy, Climate, Environment 
Ethics & Sustainability:
Ja