1 resultado para account settlement
em Instituto Politécnico do Porto, Portugal
Filtro por publicador
- Academic Research Repository at Institute of Developing Economies (1)
- Acceda, el repositorio institucional de la Universidad de Las Palmas de Gran Canaria. España (2)
- Adam Mickiewicz University Repository (1)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (2)
- AMS Tesi di Laurea - Alm@DL - Università di Bologna (4)
- Aquatic Commons (30)
- ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha (2)
- Archive of European Integration (133)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (2)
- Biblioteca de Teses e Dissertações da USP (1)
- Biblioteca Digital da Câmara dos Deputados (1)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (4)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (1)
- Biodiversity Heritage Library, United States (13)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (54)
- Boston University Digital Common (5)
- Brock University, Canada (56)
- Bucknell University Digital Commons - Pensilvania - USA (3)
- Cambridge University Engineering Department Publications Database (37)
- CentAUR: Central Archive University of Reading - UK (41)
- Center for Jewish History Digital Collections (11)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (10)
- Cochin University of Science & Technology (CUSAT), India (2)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (49)
- CORA - Cork Open Research Archive - University College Cork - Ireland (1)
- Dalarna University College Electronic Archive (3)
- Deakin Research Online - Australia (68)
- Department of Computer Science E-Repository - King's College London, Strand, London (1)
- Digital Archives@Colby (1)
- Digital Commons @ DU | University of Denver Research (2)
- Digital Peer Publishing (1)
- DigitalCommons - The University of Maine Research (1)
- DigitalCommons@The Texas Medical Center (2)
- DigitalCommons@University of Nebraska - Lincoln (1)
- Digitale Sammlungen - Goethe-Universität Frankfurt am Main (11)
- Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland (1)
- Duke University (2)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (2)
- Greenwich Academic Literature Archive - UK (2)
- Harvard University (71)
- Helda - Digital Repository of University of Helsinki (12)
- Indian Institute of Science - Bangalore - Índia (14)
- Instituto Politécnico do Porto, Portugal (1)
- Memoria Académica - FaHCE, UNLP - Argentina (3)
- Ministerio de Cultura, Spain (5)
- National Center for Biotechnology Information - NCBI (4)
- Plymouth Marine Science Electronic Archive (PlyMSEA) (35)
- Portal de Revistas Científicas Complutenses - Espanha (1)
- Publishing Network for Geoscientific & Environmental Data (9)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (89)
- Queensland University of Technology - ePrints Archive (56)
- ReCiL - Repositório Científico Lusófona - Grupo Lusófona, Portugal (2)
- Repositório Científico do Instituto Politécnico de Lisboa - Portugal (1)
- Repositório digital da Fundação Getúlio Vargas - FGV (8)
- Repositório Institucional da Universidade de Aveiro - Portugal (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (19)
- Research Open Access Repository of the University of East London. (1)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (1)
- SAPIENTIA - Universidade do Algarve - Portugal (2)
- School of Medicine, Washington University, United States (18)
- South Carolina State Documents Depository (10)
- Universidad Autónoma de Nuevo León, Mexico (5)
- Universidad de Alicante (1)
- Universidad del Rosario, Colombia (4)
- Universidad Politécnica de Madrid (10)
- Universidade Complutense de Madrid (1)
- Universidade de Lisboa - Repositório Aberto (1)
- Universidade Federal do Pará (4)
- Universidade Federal do Rio Grande do Norte (UFRN) (1)
- Universidade Metodista de São Paulo (2)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (1)
- Université de Montréal (1)
- Université de Montréal, Canada (7)
- University of Michigan (28)
- University of Southampton, United Kingdom (6)
- WestminsterResearch - UK (1)
Resumo:
This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the long-term opportunities for risk hedging available for electric power producers through the use of contracts with physical (spot and forward contracts) and financial (options contracts) settlement. The producer risk preference is formulated as a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance of return and the expectation are based on a forecasted scenario interval determined by a long-term price range forecasting model. This model also makes use of particle swarm optimization (PSO) to find the best parameters allow to achieve better forecasting results. On the other hand, the price estimation depends on load forecasting. This work also presents a regressive long-term load forecast model that make use of PSO to find the best parameters as well as in price estimation. The PSO technique performance has been evaluated by comparison with a Genetic Algorithm (GA) based approach. A case study is presented and the results are discussed taking into account the real price and load historical data from mainland Spanish electricity market demonstrating the effectiveness of the methodology handling this type of problems. Finally, conclusions are dully drawn.