-term decisionmaking and associated risk exposure of electricity retailers in day-ahead and intraday markets. First, we develop a …Electricity retailers face increasing uncertainty due to the ongoing expansion of unpredictable, distributed generation …-integer optimization model to investigate the trading portfolio and risk optimization problem faced by retailers. Through conditional value-at-risk …

Managing the risk associated with uncertain load has always been a challenge for retailers in electricity markets. Yet … the load variability has been largely predictable in the past, especially when aggregating a large number of consumers. In … contrast, the increasing penetration of unpredictable, small-scale electricity generation by consumers, i.e. self …

three European electricity markets (Germany, UK, Nordic) over the time period 2009-2016. We find that market participants … (electricity, CO2, and coal/gas). Specifically, we show that the total vRES capacity installed during 2009-2016 is associated with …