Multi-stage stochastic electricity portfolio optimization in liberalized energy markets

Ronald Hochreiter; George Ch Pflug; David Wozabal

doi:10.1007/0-387-33006-2_20

Multi-stage stochastic electricity portfolio optimization in liberalized energy markets

Ronald Hochreiter, George Ch Pflug, David Wozabal

University of Vienna

Publikation: Beitrag in Buch/Bericht/Konferenzband › Kapitel › peer-review

Originalsprache	Englisch
Titel	System Modeling and Optimization
Untertitel	Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy
Redakteure/-innen	F. Ceragioli, L. Pandolfi, A. Dontchev, H. Futura, K. Marti
Seiten	219-226
Seitenumfang	8
DOIs	https://doi.org/10.1007/0-387-33006-2_20
Publikationsstatus	Veröffentlicht - 2006
Extern publiziert	Ja

Publikationsreihe

Name	IFIP International Federation for Information Processing
Band	199
ISSN (Print)	1571-5736

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10.1007/0-387-33006-2_20

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Hochreiter, R., Pflug, G. C., & Wozabal, D. (2006). Multi-stage stochastic electricity portfolio optimization in liberalized energy markets. in F. Ceragioli, L. Pandolfi, A. Dontchev, H. Futura, & K. Marti (Hrsg.), System Modeling and Optimization: Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy (S. 219-226). (IFIP International Federation for Information Processing; Band 199). https://doi.org/10.1007/0-387-33006-2_20

Hochreiter, Ronald ; Pflug, George Ch ; Wozabal, David. / Multi-stage stochastic electricity portfolio optimization in liberalized energy markets. System Modeling and Optimization: Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy. Hrsg. / F. Ceragioli ; L. Pandolfi ; A. Dontchev ; H. Futura ; K. Marti. 2006. S. 219-226 (IFIP International Federation for Information Processing).

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title = "Multi-stage stochastic electricity portfolio optimization in liberalized energy markets",

keywords = "Average value-at-risk, Energy markets, Optimal electricity portfolios, Scenario generation, Stochastic optimization",

author = "Ronald Hochreiter and Pflug, \{George Ch\} and David Wozabal",

year = "2006",

doi = "10.1007/0-387-33006-2\_20",

language = "English",

isbn = "0387327746",

series = "IFIP International Federation for Information Processing",

pages = "219--226",

editor = "F. Ceragioli and L. Pandolfi and A. Dontchev and H. Futura and K. Marti",

booktitle = "System Modeling and Optimization",

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Hochreiter, R, Pflug, GC & Wozabal, D 2006, Multi-stage stochastic electricity portfolio optimization in liberalized energy markets. in F Ceragioli, L Pandolfi, A Dontchev, H Futura & K Marti (Hrsg.), System Modeling and Optimization: Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy. IFIP International Federation for Information Processing, Bd. 199, S. 219-226. https://doi.org/10.1007/0-387-33006-2_20

Multi-stage stochastic electricity portfolio optimization in liberalized energy markets. / Hochreiter, Ronald; Pflug, George Ch; Wozabal, David.
System Modeling and Optimization: Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy. Hrsg. / F. Ceragioli; L. Pandolfi; A. Dontchev; H. Futura; K. Marti. 2006. S. 219-226 (IFIP International Federation for Information Processing; Band 199).

Publikation: Beitrag in Buch/Bericht/Konferenzband › Kapitel › peer-review

TY - CHAP

T1 - Multi-stage stochastic electricity portfolio optimization in liberalized energy markets

AU - Hochreiter, Ronald

AU - Pflug, George Ch

AU - Wozabal, David

PY - 2006

Y1 - 2006

KW - Average value-at-risk

KW - Energy markets

KW - Optimal electricity portfolios

KW - Scenario generation

KW - Stochastic optimization

UR - https://www.scopus.com/pages/publications/33845533980

U2 - 10.1007/0-387-33006-2_20

DO - 10.1007/0-387-33006-2_20

M3 - Chapter

AN - SCOPUS:33845533980

SN - 0387327746

SN - 9780387327747

T3 - IFIP International Federation for Information Processing

SP - 219

EP - 226

BT - System Modeling and Optimization

A2 - Ceragioli, F.

A2 - Pandolfi, L.

A2 - Dontchev, A.

A2 - Futura, H.

A2 - Marti, K.

ER -

Hochreiter R, Pflug GC, Wozabal D. Multi-stage stochastic electricity portfolio optimization in liberalized energy markets. in Ceragioli F, Pandolfi L, Dontchev A, Futura H, Marti K, Hrsg., System Modeling and Optimization: Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy. 2006. S. 219-226. (IFIP International Federation for Information Processing). doi: 10.1007/0-387-33006-2_20

Multi-stage stochastic electricity portfolio optimization in liberalized energy markets

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