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 … exposure, quantified by the conditional value at risk metric, of trading strategies following different risk preferences. We …

-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 …

impacted by a risk for reversals in the merit order. Therefore, our findings support the importance of considering this risk …

Financial liquidity in enterprise is maintained and managed for risk reduction purposes. Liquidity management should … maximization strategy is executed with a focus on risk and uncertainty. The paper presents the consequences that can result from … operating risk that is related to liquidity policy in the context of electric utility industry firms. An increase in the level …

)allocate the electricity price risk to owners/consumers and impose limitations on scale up of distributed solar. By proper use of … financial markets, it is possible, as we argue, to shift the electricity price risk from owners/consumers to parties that are …

there is a statistically significant risk premium for nuclear technology. This point is in line with the most recent studies … find that the value of the risk premium is on the order of 1% above the systematic risk of a coal-fired plant, which is … safe investments, they present a high level of systematic risk. A possible explanation for this important excess return is …

that they would be exposed to risk from fluctuations in their electricity cost. The concern seems to be that a customer … larger than it had budgeted for. I analyze the magnitude of this risk, using demand data from 1142 large industrial customers …, and then ask how much of this risk can be eliminated through various straightforward financial instruments. I find that …

some rivers. The results show that risk analysis in electricity markets requires the measurement of skewness, kurtosis, and … under analysis should be considered as a starting point for risk analysis and portfolio choice …

may be tempted to engage in excessively risky activities, such as reducing maintenance expenditures (at the risk of … provoking a break-down of the system) or in speculation (at the risk of incurring massive losses it cannot bear). These risky …