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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)

Abstract

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.

Keywords

Cash Flow Risk Premium Future Contract Spot Price Dynamic Constraint 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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