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

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	System Modeling and Optimization
Subtitle of host publication	Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy
Editors	F. Ceragioli, L. Pandolfi, A. Dontchev, H. Futura, K. Marti
Pages	219-226
Number of pages	8
DOIs	https://doi.org/10.1007/0-387-33006-2_20
Publication status	Published - 2006
Externally published	Yes

Publication series

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

Keywords

Average value-at-risk
Energy markets
Optimal electricity portfolios
Scenario generation
Stochastic optimization

Access to Document

10.1007/0-387-33006-2_20

Cite this

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 (Eds.), System Modeling and Optimization: Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy (pp. 219-226). (IFIP International Federation for Information Processing; Vol. 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. editor / F. Ceragioli ; L. Pandolfi ; A. Dontchev ; H. Futura ; K. Marti. 2006. pp. 219-226 (IFIP International Federation for Information Processing).

@inbook{e4cb7f7497dc448d8413f1e07250dff3,

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",

}

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 (eds), 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, vol. 199, pp. 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. ed. / F. Ceragioli; L. Pandolfi; A. Dontchev; H. Futura; K. Marti. 2006. p. 219-226 (IFIP International Federation for Information Processing; Vol. 199).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › 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, editors, System Modeling and Optimization: Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy. 2006. p. 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

Publication series

Keywords

Access to Document

Other files and links

Fingerprint

Cite this