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Supplier Asset Allocation in a Pool-Based Electricity Market.
- Source :
-
IEEE Transactions on Power Systems . Aug2007, Vol. 22 Issue 3, p1129-1138. 10p. 5 Charts, 5 Graphs. - Publication Year :
- 2007
-
Abstract
- -A power supplier in a pool-based market needs to allocate his generation capacities to participate in contract and spot markets. In this paper, the optimal portfolio selection theory is introduced for this purpose. A model applying this theory is proposed to solve the supplier asset allocation problem. Real market data are used in a numerical study to test the proposed model. The results show that different asset allocation solutions can yield very different risk-return tradeoffs for a supplier, and the proposed method can be potentially useful in suppliers' decision making. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08858950
- Volume :
- 22
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Power Systems
- Publication Type :
- Academic Journal
- Accession number :
- 26132012
- Full Text :
- https://doi.org/10.1109/TPWRS.2007.901282