Electricity Retailer Trading Portfolio Optimization Considering Risk Assessment in Chinese Electricity Market
Bo Sun, Fan Wang, Jingdong Xie, Xin Sun
Topics & Concepts
Electricity marketElectricityPortfolioElectricity retailingCVARMicroeconomicsBusinessProfit maximizationForward contractSpot marketPortfolio optimizationProfit (economics)EconomicsExpected shortfallFinanceFutures contractElectrical engineeringEngineeringElectric Power System OptimizationSmart Grid Energy ManagementEnergy Load and Power Forecasting