Benchmarking of hydroelectric stochastic risk management models using financial indicators

Keyphrases

• Financial Indicators 100%
• Stochastic Risk 100%
• Risk Aversion 100%
• Risk Management Model 100%
• Risk Indicators 66%
• Conditional Value at Risk 66%
• Hydropower 33%
• Management Challenges 33%
• Utility Function 33%
• Financial Performance 33%
• Optimization Tool 33%
• Physical Assets 33%
• Spot Market 33%
• Spot Price 33%
• Portfolio Management 33%
• Financial Risk 33%
• Maximization Problem 33%
• Hedging 33%
• Derivative Instruments 33%
• Reservoir Operation 33%
• Expected Profit 33%
• Revenue Maximization 33%
• Financial Assets 33%
• Hydroelectric System 33%
• Large-scale Optimization Problems 33%
• Risk Premium 33%
• Decision Policy 33%
• Stochastic Dynamic Programming 33%
• Stochastic Dual Dynamic Programming 33%
• Hydro-dominated 33%
• Forward Market 33%
• Forward Prices 33%
• Stochastic Inflow 33%
• Market Trading 33%

Economics, Econometrics and Finance

• Dynamic Programming 100%
• Risk Management 100%
• Portfolio Selection 50%
• Hedging 50%
• Derivatives Market 50%
• Financial Risk 50%
• Utility Function 50%
• Expected Revenue 50%
• Risk Premium 50%

Engineering

• Dynamic Programming 100%
• Optimisation Problem 50%
• Hydroelectric Energy 50%
• Financial Performance 50%
• Spot Market 50%
• Spot Price 50%
• Portfolio Management 50%
• Stochastic Dynamic 50%
• Forward Market 50%