Decision Making Under Uncertainty in Electricity Markets

1. Electricity Markets
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

2. Stochastic Programming Fundamentals
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

3. Uncertainty Characterization via Scenarios
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

4. Risk management
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

5. Producer Pool Trading
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

6. Pool Trading for Wind Power Producers
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

7. Futures Market Trading for Producers
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

8. Medium-Term Retailer Trading
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

9. Energy Procurement by Consumers
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

10. Market Clearing Considering Equipment Failures
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

11. Market Clearing under Uncertainty: Wind Energy
Antonio J. Conejo, Miguel Carrión, Juan M. Morales

Keywords: Economics/Management Science, Operations Research/Decision Theory, Power Electronics, Electrical Machines and Networks, Financial Economics, Operations Research, Mathematical Programming