A soft robust methodology to devise hedging strategies in renewable energy trading based on electricity options
Arthur Brigatto, Bruno Fanzeres
Topics & Concepts
HedgeElectricity marketPortfolioSpot contractElectricityContext (archaeology)Spot marketRenewable energyRevenueForward contractComputer scienceEconomicsFutures contractFinancial economicsFinanceEngineeringElectrical engineeringBiologyEcologyPaleontologyElectric Power System OptimizationSmart Grid Energy ManagementEnergy Load and Power Forecasting