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- W2347223836 abstract "The real option theory was applied to study the generation assets value of the power suppliers over a short-term period and the VaR risk value was introduced for the risk evaluation of the short-term generation assets value. In power market, aiming at the fact that the power suppliers always distribute the output both in the spot and the contract markets, the generation assets value of the power suppliers and the risks were analyzed quantitatively, considering the unit commitment constraints and using the method of combining the forward-moving Monte-carlo simulation and the backward-moving dynamic programming." @default.
- W2347223836 created "2016-06-24" @default.
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- W2347223836 date "2005-01-01" @default.
- W2347223836 modified "2023-09-24" @default.
- W2347223836 title "Study on real option model and short-term risk evaluation of generation assets value" @default.
- W2347223836 hasPublicationYear "2005" @default.
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