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Article: An efficient frontier analysis for the GenCo multi-trading strategy: Part one Model analysis

TitleAn efficient frontier analysis for the GenCo multi-trading strategy: Part one Model analysis
發電商多交易策略的有效前沿分析: (一)模型的建立
Authors
KeywordsEfficient frontier
Electricity market
Generation company
Mathematical optimization
Multi-trading strategy
Risk management
Issue Date2007
PublisherNARI, State Power Company. The Journal's web site is located at http://www.aeps-info.com/aeps/ch/index.aspx
Citation
Dianli Xitong Zidonghua/Automation Of Electric Power Systems, 2007, v. 31 n. 13, p. 29-35 How to Cite?
電力系統自動化, 2007, v. 31 n. 13, p. 29-35 How to Cite?
Abstract
The particular technical and institutional constraints of electric systems and electricity markets result in a significant difference between the feasible strategy set of generation companies in electricity markets and that of investors in capital markets. Despite its importance, this issue is seldom discussed in existing literature. This shortage can constitute an obstacle to the application of GMTS research fruits. For the purpose of addressing the deficiencies of the current GMTS research, the analytic tool of efficient frontier is employed to study the effects of the technical and institutional constraints on the feasible region of GMTS. One of the conclusions drawn in this paper is that the shape of GMTS efficient frontier is different from that of the efficient frontier of ordinary investment markets, which theoretically demonstrates the importance of considering the unique constraints of the electric power market in the GMTS decision.
DescriptionThe article can be viewed at http://aeps.sgepri.sgcc.com.cn/aeps/ch/reader/view_abstract.aspx?file_no=200610150&flag=1
Persistent Identifierhttp://hdl.handle.net/10722/155382
ISSN
2013 SCImago Journal Rankings: 1.066
References

 

Author Affiliations
  1. The University of Hong Kong
  2. Zhejiang University
  3. National Key Laboratory of Power Systems in Shenzhen
DC FieldValueLanguage
dc.contributor.authorFeng, Den_HK
dc.contributor.authorGan, Den_HK
dc.contributor.authorZhong, Jen_HK
dc.contributor.authorNi, Yen_HK
dc.date.accessioned2012-08-08T08:33:10Z-
dc.date.available2012-08-08T08:33:10Z-
dc.date.issued2007en_HK
dc.identifier.citationDianli Xitong Zidonghua/Automation Of Electric Power Systems, 2007, v. 31 n. 13, p. 29-35en_HK
dc.identifier.citation電力系統自動化, 2007, v. 31 n. 13, p. 29-35-
dc.identifier.issn1000-1026en_HK
dc.identifier.urihttp://hdl.handle.net/10722/155382-
dc.descriptionThe article can be viewed at http://aeps.sgepri.sgcc.com.cn/aeps/ch/reader/view_abstract.aspx?file_no=200610150&flag=1-
dc.description.abstractThe particular technical and institutional constraints of electric systems and electricity markets result in a significant difference between the feasible strategy set of generation companies in electricity markets and that of investors in capital markets. Despite its importance, this issue is seldom discussed in existing literature. This shortage can constitute an obstacle to the application of GMTS research fruits. For the purpose of addressing the deficiencies of the current GMTS research, the analytic tool of efficient frontier is employed to study the effects of the technical and institutional constraints on the feasible region of GMTS. One of the conclusions drawn in this paper is that the shape of GMTS efficient frontier is different from that of the efficient frontier of ordinary investment markets, which theoretically demonstrates the importance of considering the unique constraints of the electric power market in the GMTS decision.en_HK
dc.languagechien_US
dc.publisherNARI, State Power Company. The Journal's web site is located at http://www.aeps-info.com/aeps/ch/index.aspx-
dc.relation.ispartofDianli Xitong Zidonghua/Automation of Electric Power Systemsen_HK
dc.relation.ispartof電力系統自動化-
dc.subjectEfficient frontieren_HK
dc.subjectElectricity marketen_HK
dc.subjectGeneration companyen_HK
dc.subjectMathematical optimizationen_HK
dc.subjectMulti-trading strategyen_HK
dc.subjectRisk managementen_HK
dc.titleAn efficient frontier analysis for the GenCo multi-trading strategy: Part one Model analysisen_HK
dc.title發電商多交易策略的有效前沿分析: (一)模型的建立-
dc.typeArticleen_HK
dc.identifier.emailZhong, J: jinzhong@hkucc.hku.hken_HK
dc.identifier.emailNi, Y: yxni@eee.hku.hken_HK
dc.identifier.authorityZhong, J=rp00212en_HK
dc.identifier.authorityNi, Y=rp00161en_HK
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.scopuseid_2-s2.0-34547298057en_HK
dc.identifier.hkuros134170-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-34547298057&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume31en_HK
dc.identifier.issue13en_HK
dc.identifier.spage29en_HK
dc.identifier.epage35en_HK
dc.publisher.placeChinaen_HK
dc.identifier.scopusauthoridFeng, D=7401981343en_HK
dc.identifier.scopusauthoridGan, D=7005499404en_HK
dc.identifier.scopusauthoridZhong, J=13905948700en_HK
dc.identifier.scopusauthoridNi, Y=7402910021en_HK
dc.customcontrol.immutablejt 130409-

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