Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study
Joanna Janczura, Edyta Wójcik
Topics & Concepts
Electricity marketElectricityVolatility (finance)EconomicsProfit maximizationDiversification (marketing strategy)Risk managementMarket riskMicroeconomicsBusinessProfit (economics)Financial economicsEconometricsFinanceMarketingElectrical engineeringEngineeringElectric Power System OptimizationEnergy Load and Power ForecastingMarket Dynamics and Volatility