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: 
https://doi.org/10.1109/PMAPS.2006.360343
Publicado en: PMAPS 2006: Conference proceedings, pp: 1-7, ISBN: 978-91-7178-585-5
Fecha de publicación: 21-may-2007
Cita:
N. Mosquera, J. Reneses, J. Barquín, E.F. Sánchez-Úbeda, "Risk analysis in electricity markets by using decision trees", presentado en 9th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2006, Estocolmo, Suecia, 11-15 junio 2006. En: PMAPS 2006: Conference proceedings, pp. 1-7, doi: 10.1109/PMAPS.2006.360343
IIT-06-035A
