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Article: An efficient frontier analysis for the GenCo multi-trading strategy: Part one Model analysis
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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
 
AuthorsFeng, D2 3
Gan, D2
Zhong, J1
Ni, Y3 1
 
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
 
CitationDianli Xitong Zidonghua/Automation Of Electric Power Systems, 2007, v. 31 n. 13, p. 29-35
電力系統自動化, 2007, v. 31 n. 13, p. 29-35 [How to Cite?]
 
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.
 
DescriptionThe article can be viewed at http://aeps.sgepri.sgcc.com.cn/aeps/ch/reader/view_abstract.aspx?file_no=200610150&flag=1
 
ISSN1000-1026
2012 SCImago Journal Rankings: 0.826
 
ReferencesReferences in Scopus
 
DC FieldValue
dc.contributor.authorFeng, D
 
dc.contributor.authorGan, D
 
dc.contributor.authorZhong, J
 
dc.contributor.authorNi, Y
 
dc.date.accessioned2012-08-08T08:33:10Z
 
dc.date.available2012-08-08T08:33:10Z
 
dc.date.issued2007
 
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.
 
dc.description.natureLink_to_subscribed_fulltext
 
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.identifier.citationDianli Xitong Zidonghua/Automation Of Electric Power Systems, 2007, v. 31 n. 13, p. 29-35
 
dc.identifier.citation電力系統自動化, 2007, v. 31 n. 13, p. 29-35 [How to Cite?]
 
dc.identifier.epage35
 
dc.identifier.hkuros134170
 
dc.identifier.issn1000-1026
2012 SCImago Journal Rankings: 0.826
 
dc.identifier.issue13
 
dc.identifier.scopuseid_2-s2.0-34547298057
 
dc.identifier.spage29
 
dc.identifier.urihttp://hdl.handle.net/10722/155382
 
dc.identifier.volume31
 
dc.languagechi
 
dc.publisherNARI, State Power Company. The Journal's web site is located at http://www.aeps-info.com/aeps/ch/index.aspx
 
dc.publisher.placeChina
 
dc.relation.ispartofDianli Xitong Zidonghua/Automation of Electric Power Systems
 
dc.relation.ispartof電力系統自動化
 
dc.relation.referencesReferences in Scopus
 
dc.subjectEfficient frontier
 
dc.subjectElectricity market
 
dc.subjectGeneration company
 
dc.subjectMathematical optimization
 
dc.subjectMulti-trading strategy
 
dc.subjectRisk management
 
dc.titleAn efficient frontier analysis for the GenCo multi-trading strategy: Part one Model analysis
 
dc.title發電商多交易策略的有效前沿分析: (一)模型的建立
 
dc.typeArticle
 
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Author Affiliations
  1. The University of Hong Kong
  2. Zhejiang University
  3. National Key Laboratory of Power Systems in Shenzhen