INVESTIGADORES
OLSINA Fernando Gabriel
congresos y reuniones científicas
Título:
Optimal hedging using forward contracts for generators considering delivery risk
Autor/es:
GIL-PUGLIESE, M.; OLSINA, F.
Lugar:
Buenos Aires
Reunión:
Conferencia; ALIO-INFORMS Joint International Meeting; 2010
Institución organizadora:
Institute for Operations Research and the Management Sciences
Resumen:
The present work aims at maximizing the expected benefits of a generator in a competitive market taking into account the delivery risk. Several risk metrics are proposed to decide the portion of the generation capacity to be sold in the spot and the forward markets. An example is computed both considering and ignoring the delivery risk.
