Risk assessment in energy trading

239 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Robust self-scheduling under price uncertainty using conditional value-at-risk (2005, background): “In [ 8 ], Dahlgren et al. provide a state-of-the-art summary of risk assessment in energy trading.”
Optimization of Electricity Retailer's Contract Portfolio Subject to Risk Preferences (2010, background): “volume as well as extreme price risks [1], [2].”
Risk-Constrained Bidding Strategy With Stochastic Unit Commitment (2007, methodology): “A detailed overview of risk assessment method in energy trading was given in [19].”
A Bilevel Stochastic Programming Approach for Retailer Futures Market Trading (2009, background): “Reference [9] provided an overview of risk assessment tools in electricity markets, including appropriate tools to analyze the retailer perspective.”
Risk-constrained self-scheduling of a thermal power producer (2004, background): “Paper [8] presents “Value-at-Risk” and hedging instruments to manage market price risk for suppliers, distributors and traders.”
Forward Contracting and Selling Price Determination for a Retailer (2007, background): “Finally, [17] provides an overview of risk assessment tools in electricity markets, including appropriate tools to analyze the retailer perspective.”