Browsing Stochastic Programming E-print Series (SPEPS) by Subject "Nord Pool"
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2008-03-17BuchDelta-Hedging a Hydropower Plant Using Stochastic Programming An important challenge for hydropower producers is to optimize reservoir discharges, which is subject to uncertainty in inﬂow and electricity prices. Furthermore, the producers want to hedge the risk in the operating proﬁt. ...