Russo, Marianna; Kraft, Emil; Bertsch, Valentin; Keles, … - 2021
-term decisionmaking and associated risk exposure of electricity retailers in day-ahead and intraday markets. First, we develop a …-integer optimization model to investigate the trading portfolio and risk optimization problem faced by retailers. Through conditional value-at-risk … we assess retailers' profitability and risk exposure to different levels of PV self-generation by assuming different …