Technical and economical aspects of wholesale electricity markets: An international comparison and main contributions for improvements in Brazil
L Ribeiro, A Street, D Valladão, AC Freire… - Electric Power Systems …, 2023 - Elsevier
The Brazilian power-market design features were based on the system's physical and
economic characteristics in the'90s. However, some of the approximations and assumptions …
economic characteristics in the'90s. However, some of the approximations and assumptions …
Co-movements between forward prices and resource availability in hydro-dominated electricity markets
Hydropower producers estimate the opportunity value of their water, known as a water
value, by comparing current prices to future opportunities. When hydropower dominates the …
value, by comparing current prices to future opportunities. When hydropower dominates the …
A stochastic policy algorithm for seasonal hydropower planning
Hydropower producers need to plan several months or years ahead to estimate the
opportunity value of water stored in their reservoirs. The resulting large-scale optimization …
opportunity value of water stored in their reservoirs. The resulting large-scale optimization …
Dynamic hedging for the real option management of hydropower production with exchange rate risks
J Dimoski, SE Fleten, N Löhndorf, S Nersten - OR Spectrum, 2023 - Springer
We study the risk management problem of a hydropower producer that hedges risk by
trading currency and power futures contracts. The model considers three types of risks …
trading currency and power futures contracts. The model considers three types of risks …
Production scheduling and investment in pumped-storage hydropower under uncertainty
FM Arnstad, TB Karud, NAB Lyså - 2023 - ntnuopen.ntnu.no
I en fremtid med høy andel fornybar elektrisitet vil et magasinbasert vannkraftverk med
pumpefunksjon være etterspurt for å kunne levere mot-syklisk kraft. I denne oppgaven …
pumpefunksjon være etterspurt for å kunne levere mot-syklisk kraft. I denne oppgaven …
Long-Term Extrapolation of Electricity Forward Curves-A Novel Approach Utilizing Forecasts and Risk Premia
LK Falch, EA Rolstad - 2022 - ntnuopen.ntnu.no
Vi ekstrapolerer forward kurven basert på langsiktige spotprisprognoser og en antakelse om
at risikopremien konvergerer i modningsdimensjonen. Hypotesen om en konvergerende …
at risikopremien konvergerer i modningsdimensjonen. Hypotesen om en konvergerende …