Presentation
Financial risk management in restructured wholesale power markets: Concepts and tools
Proceedings of the IEEE Power and Energy Society General Meeting
Document Type
Conference Proceeding
Disciplines
Conference
2010 IEEE Power and Energy Society General Meeting
Publication Version
Submitted Manuscript
Link to Published Version
http://dx.doi.org/10.1109/PES.2010.5589886
Publication Date
1-1-2010
DOI
10.1109/PES.2010.5589886
Conference Title
2010 IEEE Power and Energy Society General Meeting
Conference Date
July 25-29, 2010
Geolocation
(44.977753, -93.26501080000003)
Abstract
The goal of this tutorial is three-fold: to facilitate cross-disciplinary communication among power engineers and economists by explaining and illustrating basic financial risk management concepts relevant for wholesale power markets (WPMs); to illustrate the complicated and risky strategic decision making required of power traders and risk managers operating in multiple interrelated submarkets comprising modern WPMs; and to briefly discuss the potential of agent-based modeling for the study of this decision making.
Copyright Owner
IEEE
Copyright Date
2010
Language
en
File Format
application/pdf
Citation Information
Nanpeng Yu, Abhishek Somani and Leigh Tesfatsion. "Financial risk management in restructured wholesale power markets: Concepts and tools" Minneapolis, MNProceedings of the IEEE Power and Energy Society General Meeting (2010) Available at: http://works.bepress.com/leigh-tesfatsion/59/
© 2010 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. DOI: 10.1109/PES.2010.5589886