Project information
Implementation of an algorithm to calculate price sensitivities in Monte Carlo execution
June 2020 - July 2020
Funding entity Enel Iberoamerica S.R.L
This proposal focuses on implementing a methodology in the VALORE Monte Carlo tool that allows to calculate price sensitivities with respect to different risk variables.
Research topics:
- *Short-Term Operation, Market Bidding and Operating Reserves
- *Medium-Term Tactical Planning
- Electricity market models with high RES generation penetration
- Short- and medium-term hydrothermal models
- Market models for electricity, natural gas, and renewable gases
2020_VALORE-T4
