Reducing forecasting error by optimally pooling wind energy generation sources through portfolio optimization
Chanok Han, Alexander Vinel
Topics & Concepts
PredictabilityPoolingCVARPortfolioWind powerRenewable energyComputer sciencePortfolio optimizationElectricity generationMathematical optimizationExpected shortfallEngineeringEconomicsStatisticsMathematicsArtificial intelligencePower (physics)PhysicsElectrical engineeringFinancial economicsQuantum mechanicsElectric Power System OptimizationEnergy Load and Power ForecastingWind Energy Research and Development