Risk Constrained Short Term Hydro Scheduling using Two Point estimate method and conditional value at risk

2016 IEEE 6th International Conference on Power Systems (ICPS) ◽

10.1109/icpes.2016.7584039 ◽

2016 ◽

Author(s):

Prakash Chand Sharma ◽

A.R. Abhyankar

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Point Estimate ◽

Point Estimate Method ◽

Estimate Method

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Probabilistic short-term transmission-loss forecasting based on a two-point estimate method

2010 7th International Conference on the European Energy Market ◽

10.1109/eem.2010.5558710 ◽

2010 ◽

Author(s):

Matej Rejc ◽

Milos Pantos

Keyword(s):

Transmission Loss ◽

Point Estimate ◽

Point Estimate Method ◽

Estimate Method

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Short term tandem hydro scheduling using Two Point estimate method: A MINLP based approach

2016 IEEE International Conference on Power Electronics, Drives and Energy Systems (PEDES) ◽

10.1109/pedes.2016.7914545 ◽

2016 ◽

Author(s):

Prakash Chand Sharma ◽

A.R. Abhyankar

Keyword(s):

Point Estimate ◽

Point Estimate Method ◽

Estimate Method

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A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents

The Journal of Risk ◽

10.21314/jor.2014.281 ◽

2014 ◽

Vol 16 (6) ◽

pp. 3-29 ◽

Author(s):

Samuel Drapeau ◽

Michael Kupper ◽

Antonis Papapantoleon

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Certainty Equivalents

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Intraday Conditional Value at Risk: A Periodic Mixed-Frequency GAS Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3713896 ◽

2019 ◽

Author(s):

Bastian Gribisch ◽

Tobias Eckernkemper

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Mixed Frequency

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A conditional value-at-risk based planning model for integrated energy system with energy storage and renewables

Applied Energy ◽

10.1016/j.apenergy.2021.116971 ◽

2021 ◽

Vol 294 ◽

pp. 116971

Author(s):

Ang Xuan ◽

Xinwei Shen ◽

Qinglai Guo ◽

Hongbin Sun

Keyword(s):

At Risk ◽

Energy Storage ◽

Value At Risk ◽

Energy System ◽

Conditional Value At Risk ◽

Planning Model ◽

Integrated Energy System

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Distribution Generators Planning Based on Point Estimate Method Considering Correlation of Input Variables

2020 4th International Conference on Power and Energy Engineering (ICPEE) ◽

10.1109/icpee51316.2020.9311055 ◽

2020 ◽

Author(s):

Shiyuan Ni ◽

Jieyun Zheng ◽

Linyao Zhang

Keyword(s):

Point Estimate ◽

Point Estimate Method ◽

Estimate Method ◽

Input Variables

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Reserve-energy joint optimal scheduling based on Conditional Value-at-Risk for Islanded Microgrids

2020 IEEE Sustainable Power and Energy Conference (iSPEC) ◽

10.1109/ispec50848.2020.9351024 ◽

2020 ◽

Author(s):

Siliang Liu ◽

Zehuai Liu ◽

Qinhao Li ◽

Wenyang Deng ◽

Lai Zhou

Keyword(s):

At Risk ◽

Value At Risk ◽

Optimal Scheduling ◽

Conditional Value At Risk

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The optimal hourly electricity price considering wind electricity uncertainty based on conditional value at risk

International Journal of Green Energy ◽

10.1080/15435075.2020.1865372 ◽

2021 ◽

pp. 1-13

Author(s):

Haike Qiao ◽

Zijun Zhang ◽

Qin Su

Keyword(s):

At Risk ◽

Value At Risk ◽

Electricity Price ◽

Conditional Value At Risk

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Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation

Transportation Science ◽

10.1287/trsc.2019.0925 ◽

2019 ◽

Author(s):

Liu Su ◽

Changhyun Kwon

Keyword(s):

At Risk ◽

Network Design ◽

Value At Risk ◽

Hazardous Materials ◽

Conditional Value At Risk ◽

Risk Averse ◽

Hazardous Materials Transportation

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Tradeoff between expected reward and conditional value-at-risk criterion in newsvendor models

2007 IEEE International Conference on Industrial Engineering and Engineering Management ◽

10.1109/ieem.2007.4419453 ◽

2007 ◽

Author(s):

Minghui Xu ◽

Frank Y Chen

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

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