| Author(s): |
Stein-Erik Fleten, Norwegian University of Science and Technology
Stein W. Wallace, Chinese University of Hong Kong and Molde University College |
Title: |
Delta-Hedging a Hydropower Plant Using Stochastic Programming |
| Date of Acceptance: |
17.03.2008 |
| Submission Date: |
15.03.2008 |
| Series Title: |
Stochastic Programming E-Print Series
(SPEPS)
|
| Editors: |
Julie L. Higle; Werner Römisch; Surrajeet Sen |
| Complete Preprint: |
pdf
(urn:nbn:de:kobv:11-10087524)
|
| Keywords (eng): |
risk management, stochastic programming, case study, hydroelectric scheduling, reservoir management, electricity markets, stochastic hydrology, cascade reservoirs, joint hedging and production, electricity prices, Nord Pool |
| To appear in: |
Opitmization in the Energy Industry
Springer |
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