This study examines the impact of risk models and investors' risk aversion on the selection of community solar … portfolios. Various risk models to account for the volatility in the electrical power output of community solar, namely variance … (Var), SemiVariance (SemiVar), mean absolute deviation (MAD), and conditional value at risk (CVaR), were considered. A …

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 …

Managing the risk associated with uncertain load has always been a challenge for retailers in electricity markets. Yet …-generation, constitutes a new and yet greater volume risk. Using value-at-risk metrics and Monte Carlo simulations based on German historical …