Campus Units

Economics, Electrical and Computer Engineering, Mathematics

Document Type

Conference Proceeding

Conference

2010 IEEE Power and Energy Society General Meeting

Publication Version

Submitted Manuscript

Link to Published Version

http://dx.doi.org/10.1109/PES.2010.5589886

Publication Date

2010

Journal or Book Title

Proceedings of the IEEE Power and Energy Society General Meeting

DOI

10.1109/PES.2010.5589886

Conference Title

2010 IEEE Power and Energy Society General Meeting

Conference Date

July 25-29, 2010

City

Minneapolis, MN

Abstract

The goal of this tutorial is three-fold: to facilitate cross-disciplinary communication among power engineers and economists by explaining and illustrating basic financial risk management concepts relevant for wholesale power markets (WPMs); to illustrate the complicated and risky strategic decision making required of power traders and risk managers operating in multiple interrelated submarkets comprising modern WPMs; and to briefly discuss the potential of agent-based modeling for the study of this decision making.

Comments

© 2010 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. DOI: 10.1109/PES.2010.5589886

Copyright Owner

IEEE

Language

en

File Format

application/pdf

Published Version

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