variation in best available information, such as between forecasts and realizations of uncertain parameters like renewable feed …-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 …

, the unconstrained dependence uncertainty spreads of Expected Shortfall, Value-at-Risk and the expectile are compared …We study upper and lower bounds on the expectile risk measure of risky portfolios when the joint distribution of the … some information on interdependence is available (constrained bounds). When the variance of the portfolio is known, a …