Risk analysis in electricity markets by using decision trees

被引：0

作者：

Mosquera, N. ^{[1
]}

Reneses, J. ^{[1
]}

Barquin, J. ^{[1
]}

Sanchez-Ubeda, E. F. ^{[1
]}

机构：

[1] Univ Pontificia Comillas, Inst Invest Tecnol, Sch Engn, C Alberto Aguilera 23, Madrid 28015, Spain

来源：

2006 INTERNATIONAL CONFERENCE ON PROBABILISTIC METHODS APPLIED TO POWER SYSTEMS, VOLS 1 AND 2 | 2006年

关键词：

decision trees; electricity markets; gas options; market equilibrium; risk factors; risk management;

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This paper describes a procedure for medium- and long-term risk analysis by using decision trees. A market equilibrium model is presented in order to assess the impact of the different sources of uncertainty. Decision trees are defined and applied in a study case, showing the advantages of these techniques for medium-term operation and planning. The paper analyzes different scenarios of five main risk factors: Hydro-inflows, fuel (coal and gas) costs, system demand, and CO2 emission price.

引用

页码：960 / 966

页数：7

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