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

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Title	An 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	Feng, D2 3 Gan, D2 Zhong, J1 Ni, Y1 3
Keywords	Efficient frontier Electricity market Generation company Mathematical optimization Multi-trading strategy Risk management
Issue Date	2007
Publisher	NARI, 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 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.
Description	The article can be viewed at http://aeps.sgepri.sgcc.com.cn/aeps/ch/reader/view_abstract.aspx?file_no=200610150&flag=1
ISSN	1000-1026 2011 SCImago Journal Rankings: 0.046
References	References in Scopus

DC Field	Value
dc.contributor.author	Feng, D
dc.contributor.author	Gan, D
dc.contributor.author	Zhong, J
dc.contributor.author	Ni, Y
dc.date.accessioned	2012-08-08T08:33:10Z
dc.date.available	2012-08-08T08:33:10Z
dc.date.issued	2007
dc.description.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.
dc.description.nature	Link_to_subscribed_fulltext
dc.description	The article can be viewed at http://aeps.sgepri.sgcc.com.cn/aeps/ch/reader/view_abstract.aspx?file_no=200610150&flag=1
dc.identifier.citation	Dianli 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.epage	35
dc.identifier.hkuros	134170
dc.identifier.issn	1000-1026 2011 SCImago Journal Rankings: 0.046
dc.identifier.issue	13
dc.identifier.scopus	eid_2-s2.0-34547298057
dc.identifier.spage	29
dc.identifier.uri	http://hdl.handle.net/10722/155382
dc.identifier.volume	31
dc.language	chi
dc.publisher	NARI, State Power Company. The Journal's web site is located at http://www.aeps-info.com/aeps/ch/index.aspx
dc.publisher.place	China
dc.relation.ispartof	Dianli Xitong Zidonghua/Automation of Electric Power Systems
dc.relation.ispartof	電力系統自動化
dc.relation.references	References in Scopus
dc.subject	Efficient frontier
dc.subject	Electricity market
dc.subject	Generation company
dc.subject	Mathematical optimization
dc.subject	Multi-trading strategy
dc.subject	Risk management
dc.title	An 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.type	Article

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Author Affiliations

The University of Hong Kong
Zhejiang University
National Key Laboratory of Power Systems in Shenzhen

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

The HKU Scholars Hub has contact details for these author(s).