Analysis of futures and spot electricity markets under risk aversion.
(2020)
Journal Article
OLIVEIRA, F.S. and RUIZ, C. 2021. Analysis of futures and spot electricity markets under risk aversion. European journal of operational research [online], 291(3), pages 1132-1148. Available from: https://doi.org/10.1016/j.ejor.2020.10.005
We analyze the procurement problem in the electricity supply chain, focusing on the interaction between futures and spot prices. The supply chain network analyzed in our study includes risk-averse generators and retailers, both with the ability to us... Read More about Analysis of futures and spot electricity markets under risk aversion..