-in and electricity prices. This uncertainty reflects on both the market outcomes and the quantity of renewable generation … generation under consideration of risk. We include a reserve market, a day-ahead market and an intraday market in stochastic … modeling and develop a multi-stage stochastic Mixed Integer Linear Program. We assess the profitability as well as the risk …

Electricity retailers face increasing uncertainty due to the ongoing expansion of unpredictable, distributed generation …-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 …