[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 …

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 …

Optimal bidding strategy for social welfare maximization in wind farm integrated deregulated power system using artificial gorilla troops optimizer algorithm

NK Singh, S Gope, C Koley, S Dawn… - IEEE Access, 2022 - ieeexplore.ieee.org
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 …

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 …

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 …

[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 …

Analyzing trade in continuous intra-day electricity market: An agent-based modeling approach

P Shinde, I Boukas, D Radu, M Manuel de Villena… - Energies, 2021 - mdpi.com
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 …

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 …

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 …

Diversification of Energy Resources for Electricity Generation in Pakistan via Portfolio Optimization

U Shafique, U Rashid, FG Awan, H Anwaar… - IEEE …, 2023 - ieeexplore.ieee.org
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 …