Accès libre

Analysis of Risk Characterization and Identification Techniques for Electricity Spot Settlement Based on Multilayer Perceptron Machine

À propos de cet article

Citez

Bevin-McCrimmon, F., Diaz-Rainey, I., McCarten, M., & Sise, G. (2018). Liquidity and risk premia in electricity futures. Energy Economics, 75, 503-517. Search in Google Scholar

Lopes, F., Algarvio, H., & Santana, J. (2017). Agent-based simulation of electricity markets: Risk management and contracts for difference. Agent-based modeling of sustainable behaviors, 207-225. Search in Google Scholar

Risanger, S., & Mays, J. (2024). Congestion risk, transmission rights, and investment equilibria in electricity markets. The Energy Journal, 45(1). Search in Google Scholar

Zhang, Y., & Farnoosh, A. (2019). Analyzing the dynamic impact of electricity futures on revenue and risk of renewable energy in China. Energy Policy, 132, 678-690. Search in Google Scholar

Qu, Y., Xiao, Y., Wang, X., Wang, X., Lu, Y., & Li, J. (2023). The equilibrium analysis and potential modifications on the China pilot electricity spot market. Energy Economics, 122, 106693. Search in Google Scholar

Deschatre, T., Féron, O., & Gruet, P. (2021). A survey of electricity spot and futures price models for risk management applications. Energy Economics, 102, 105504. Search in Google Scholar

Goodarzi, S., Perera, H. N., & Bunn, D. (2019). The impact of renewable energy forecast errors on imbalance volumes and electricity spot prices. Energy Policy, 134, 110827. Search in Google Scholar

Schütz Roungkvist, J., Enevoldsen, P., & Xydis, G. (2020). High-resolution electricity spot price forecast for the Danish power market. Sustainability, 12(10), 4267. Search in Google Scholar

Aquila, G., de Queiroz, A. R., Balestrassi, P. P., Junior, P. R., Rocha, L. C. S., Pamplona, E. O., & Nakamura, W. T. (2020). Wind energy investments facing uncertainties in the Brazilian electricity spot market: A real options approach. Sustainable Energy Technologies and Assessments, 42, 100876. Search in Google Scholar

Fernandes, G., Gomes, L. L., & Brandão, L. E. T. (2018). A risk-hedging tool for hydro power plants. Renewable and Sustainable Energy Reviews, 90, 370-378. Search in Google Scholar

Cramton, P. (2017). Electricity market design. Oxford Review of Economic Policy, 33(4), 589-612. Search in Google Scholar

Bao, M., Ding, Y., Zhou, X., Guo, C., & Shao, C. (2021). Risk assessment and management of electricity markets: A review with suggestions. CSEE Journal of Power and Energy Systems, 7(6), 1322-1333. Search in Google Scholar

Cai, T., Dong, M., Chen, K., & Gong, T. (2022). Methods of participating power spot market bidding and settlement for renewable energy systems. Energy Reports, 8, 7764-7772. Search in Google Scholar

Oliveira, F. S., & Ruiz, C. (2021). Analysis of futures and spot electricity markets under risk aversion. European Journal of Operational Research, 291(3), 1132-1148. Search in Google Scholar

Xia, X., Shang, N., Fang, J., Jiang, W., Liu, J., Liu, L., & Ding, Y. (2019). Management of bilateral contracts for Gencos considering the risk in spot market. Energy Procedia, 159, 298-303. Search in Google Scholar

Feng, Q., Dong, X., & Jinghua, W. (2023). Multi-interval settlement system of rolling-horizon scheduling for electricity spot market. Frontiers in Energy Research, 11, 1170138. Search in Google Scholar

Algieri, B., Leccadito, A., & Tunaru, D. (2021). Risk premia in electricity derivatives markets. Energy Economics, 100, 105300. Search in Google Scholar

eISSN:
2444-8656
Langue:
Anglais
Périodicité:
Volume Open
Sujets de la revue:
Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics