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Risk analysis in electricity markets by using decision trees

N. Mosquera, J. Reneses, J. Barquín, E.F. Sánchez-Úbeda

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: DOI icon https://doi.org/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.


    Líneas de investigación:
  • *Planificación táctica a medio plazo
  • *Predicción y Análisis de Datos

IIT-06-035A

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