9th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2006, Estocolmo (Suecia). 11-15 junio 2006
Resumen:
This paper describes a procedure for medium- and long-term risk analysis by using decision trees. A market equilibrium model is presented in order to assess the impact of the different sources of uncertainty. Decision trees are defined and applied in a study case, showing the advantages of these techniques for medium-term operation and planning. The paper analyzes different scenarios of five main risk factors: Hydro-inflows, fuel (coal and gas) costs, system demand, and CO2 emission price.
Palabras clave: Decision Trees, Electricity Markets, Gas Options, Market Equilibrium, Risk Factors, Risk Management
DOI: 
10.1109/PMAPS.2006.360343
Fecha de publicación: junio 2006.
Cita:
Mosquera, N., Reneses, J., Barquín, J., Sánchez-Úbeda, E.F., Risk analysis in electricity markets by using decision trees, 9th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2006, Estocolmo (Suecia). 11-15 junio 2006.
IIT-06-035A
