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dc.contributor.authorCabero Borrós, Jordies-ES
dc.contributor.authorVentosa Rodríguez, Marianoes-ES
dc.contributor.authorCerisola Lopez De Haro, Santiagoes-ES
dc.contributor.authorBaillo Moreno, Alvaroes-ES
dc.date.accessioned2016-01-15T11:18:09Z
dc.date.available2016-01-15T11:18:09Z
dc.date.issued2010-02-01es_ES
dc.identifier.issn0885-8950es_ES
dc.identifier.uri10.1109TPWRS.2009.2036788es_ES
dc.descriptionArtículos en revistases_ES
dc.description.abstractes-ES
dc.description.abstractThis paper presents a model for addressing the market risk management problem faced by a hydrothermal generation company trading in an oligopolistic market. The risk is due to uncertainty in fuel prices, power demand, water inflows, and electricity prices. The model permits the representation of a diversified generation portfolio and measures risk exposure by means of conditional value at risk. The model is formulated and solved as a stochastic linear complementarity problem. In order to deal with realistically sized problems, Bender’s decomposition technique is adapted to solve equilibrium models. A numerical example illustrates the possibilities of the algorithm we propose.en-GB
dc.format.mimetypeapplication/pdfes_ES
dc.language.isoen-GBes_ES
dc.rightses_ES
dc.rights.uries_ES
dc.sourceRevista: IEEE Transactions on Power Systems, Periodo: 1, Volumen: online, Número: 1, Página inicial: 263, Página final: 271es_ES
dc.subject.otherInstituto de Investigación Tecnológica (IIT)es_ES
dc.titleModeling risk management in oligopolistic electricity markets: a benders decomposition approaches_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.description.versioninfo:eu-repo/semantics/publishedVersiones_ES
dc.rights.accessRightsinfo:eu-repo/semantics/restrictedAccesses_ES
dc.keywordses-ES
dc.keywordsComplementarity problem, market equilibrium, risk hedging, stochastic programmingen-GB


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