Simulation and optimization of the gas portfolio risk management

J.M. Latorre S. Lumbreras J. Reneses C. Mosacula

January 2017 - December 2017

Funding entity Enel Iberoamerica S.R.L.

The aim of the project is to continue with the developments within the framework of the AURIGA tool. In 2017 the objective is to implement improvements in the price simulation process and to consider contracts with optionality within the optimization model, in addition to opening the possibility of carrying out additional studies on aspects that can improve the results obtained.

Research topics:
• *Medium-term tactical planning
• *Short-Term Operation, Market Bidding and Operating Reserves

2017 AURIGA