[HTML][HTML] Risk-Sharing Contracts and risk management of bilateral contracting in electricity markets
H Algarvio - International Journal of Electrical Power & Energy …, 2023 - Elsevier
The liberalization of the electricity sector has conducted to the establishment of spot markets,
derivative markets and private bilateral contracts to trade electricity, increasing the …
derivative markets and private bilateral contracts to trade electricity, increasing the …
Agent-based retail competition and portfolio optimization in liberalized electricity markets: A study involving real-world consumers
H Algarvio, F Lopes - International Journal of Electrical Power & Energy …, 2022 - Elsevier
The liberalization of energy markets brought full competition to the electric power industry. In
the wholesale sector, producers and retailers submit bids to day-ahead markets, where …
the wholesale sector, producers and retailers submit bids to day-ahead markets, where …
Optimal bidding strategy for social welfare maximization in wind farm integrated deregulated power system using artificial gorilla troops optimizer algorithm
PoolCo electricity trading is one of the most capable bidding practices for executing a
centralized energy market model. In the PoolCo market model, each seller and buyer submit …
centralized energy market model. In the PoolCo market model, each seller and buyer submit …
Portfolio optimization in stocks using mean–variance optimization and the efficient frontier
S Agarwal, NB Muppalaneni - International Journal of Information …, 2022 - Springer
Portfolio optimization is always the priority of market researchers, large financial institutional
investors, Mutual Fund, and Pension funds managers. Due to high volatility in the stock …
investors, Mutual Fund, and Pension funds managers. Due to high volatility in the stock …
Multi-step optimization of the purchasing options of power retailers to feed their portfolios of consumers
H Algarvio - International Journal of Electrical Power & Energy …, 2022 - Elsevier
The liberalization of the retail market of electricity increased the tariff choice of end-use
consumers. Retailers compete in the retail market for customers, obtaining private portfolios …
consumers. Retailers compete in the retail market for customers, obtaining private portfolios …
[HTML][HTML] Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels
J Park, E Alvarenga, J Jeon, R Li, F Petropoulos, H Kim… - Applied Energy, 2024 - Elsevier
In the effort to achieve carbon neutrality through a decentralized electricity market, accurate
short-term load forecasting at low aggregation levels has become increasingly crucial for …
short-term load forecasting at low aggregation levels has become increasingly crucial for …
Analyzing trade in continuous intra-day electricity market: An agent-based modeling approach
In recent years, the vast penetration of renewable energy sources has introduced a large
degree of uncertainty into the power system, thus leading to increased trading activity in the …
degree of uncertainty into the power system, thus leading to increased trading activity in the …
Energy security and portfolio diversification: Conventional and novel perspectives
CA Bollino, P Galkin - Energies, 2021 - mdpi.com
Despite the recent expansion of the scope, the main pillars of energy security remain
physical supply and price components. This paper highlights the novel developments of this …
physical supply and price components. This paper highlights the novel developments of this …
Fast-Dynamic Grey Wolf Optimizer for solving model order reduction of bilinear systems based on multi-moment matching technique
HN Soloklo, N Bigdeli - Applied Soft Computing, 2022 - Elsevier
Abstract Grey Wolf Optimizer (GWO) has been known as one of the most popular and
powerful metaheuristic search algorithms. It has great advantages such as simplicity …
powerful metaheuristic search algorithms. It has great advantages such as simplicity …
Diversification of Energy Resources for Electricity Generation in Pakistan via Portfolio Optimization
The aim of this paper is to investigate Pakistan's efficient generation portfolios by comparing
the portfolio costs, risks, efficient frontiers, and diversification levels under different cases …
the portfolio costs, risks, efficient frontiers, and diversification levels under different cases …