On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions
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Date
2007Type
- Conference Paper
ETH Bibliography
yes
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Abstract
Since 90s power markets are being restructured worldwide and nowadays electrical energy is traded as a commodity. Therewith the question how to manage and hedge the financial risks resulting from uncertain electrical power and fuel prices is essential for market participants. There exists a rich literature on risk management in energy markets. Some noteworthy references can be downloaded from our web resources [1] and are reviewed in the cited literature. Let us first investigate the market structure and then discuss two different pricing schemes for risk management in power industries. Show more
Publication status
publishedExternal links
Book title
Operations Research Proceedings 2006Journal / series
Operations Research ProceedingsVolume
Pages / Article No.
Publisher
SpringerEvent
Organisational unit
03391 - Lüthi, Hans-Jakob
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ETH Bibliography
yes
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