Optimal Futures Market Strategies for Energy Service Providers

  • Petter L. Skantze
  • Marija D. Ilic
Part of the The Springer International Series in Engineering and Computer Science book series (PEPS)


The previous chapter focused on developing a stochastic model for the dynamics of electricity prices. Here we show how the bid-based model can be applied to help market participants optimize their decision making under uncertainty. This chapter will address the problems facing energy service providers. In Chapter 8 we address the supply side of the market.


Hedging Rebalanced 


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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • Petter L. Skantze
    • 1
  • Marija D. Ilic
    • 2
  1. 1.Caminus CorporationUSA
  2. 2.Massachusetts Institute of TechnologyUSA

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