Optimal offering strategy considering the risk management for wind power producers in electricity market

[1]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1971 .

[2]  R. Rockafellar,et al.  Optimization of conditional value-at risk , 2000 .

[3]  Stanislav Uryasev,et al.  Conditional Value-at-Risk for General Loss Distributions , 2002 .

[4]  G. Sheblé,et al.  Comparing Hedging Methods for Wind Power: Using Pumped Storage Hydro Units vs. Options Purchasing , 2006, 2006 International Conference on Probabilistic Methods Applied to Power Systems.

[5]  A.M. Gonzalez,et al.  Stochastic Joint Optimization of Wind Generation and Pumped-Storage Units in an Electricity Market , 2008, IEEE Transactions on Power Systems.

[6]  Bala Venkatesh,et al.  Optimal participation and risk mitigation of wind generators in an electricity market , 2010 .

[7]  F. Nogales,et al.  Strategic wind energy bidding in adjustment markets , 2010, 45th International Universities Power Engineering Conference UPEC2010.

[8]  Antonio J. Conejo,et al.  Short-Term Trading for a Wind Power Producer , 2010 .

[9]  B. F. Hobbs,et al.  Opportunity Cost Bidding by Wind Generators in Forward Markets: Analytical Results , 2011, IEEE Transactions on Power Systems.

[10]  R. Sebastian.  Modelling and simulation of a high penetration wind diesel system with battery energy storage , 2011 .

[11]  J. Usaola,et al.  Evaluating risk-constrained bidding strategies in adjustment spot markets for wind power producers , 2012 .

[12]  João P. S. Catalão,et al.  Optimal Offering Strategies for Wind Power Producers Considering Uncertainty and Risk , 2012, IEEE Systems Journal.

[13]  J. Simão,et al.  Wind power pricing: From feed-in tariffs to the integration in a competitive electricity market , 2012 .