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Titlebook: Optimization Methods for Gas and Power Markets; Theory and Cases Enrico Edoli,Stefano Fiorenzani,Tiziano Vargiolu Book 2016 The Editor(s) (

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書目名稱Optimization Methods for Gas and Power Markets
副標(biāo)題Theory and Cases
編輯Enrico Edoli,Stefano Fiorenzani,Tiziano Vargiolu
視頻videohttp://file.papertrans.cn/704/703147/703147.mp4
概述The first of a number of new, cuttingedge references for the risk and pricing methodologies for the energy sector.Written by an author team with academic and industry experience, bringing together ind
叢書名稱Applied Quantitative Finance
圖書封面Titlebook: Optimization Methods for Gas and Power Markets; Theory and Cases Enrico Edoli,Stefano Fiorenzani,Tiziano Vargiolu Book 2016 The Editor(s) (
描述As power and gas markets are becoming more and more mature and globally competitive, the importance of reaching maximum potential economic efficiency is fundamental in all the sectors of the value chain, from investments selection to asset optimization, trading and sales. Optimization techniques can be used in many different fields of the energy industry, in order to reduce production and financial costs, increase sales revenues and mitigate all kinds of risks potentially affecting the economic margin. For this reason the industry has now focused its attention on the general concept of optimization and to the different techniques (mainly mathematical techniques) to reach it..Optimization Methods for Gas and Power Markets. presents both theoretical elements and practical examples for solving energy optimization issues in gas and power markets. Starting with the theoretical framework and the basic business and economics of power and gas optimization, it quickly moves on to review the mathematical optimization problems inherent to the industry, and their solutions – all supported with examples from the energy sector. Coverage ranges from very long-term (and capital intensive) optimiza
出版日期Book 2016
關(guān)鍵詞algorithms; dynamic programming; dynamics; energy; incomplete markets; linear optimization; modeling; nonli
版次1
doihttps://doi.org/10.1057/9781137412973
isbn_ebook978-1-137-41297-3Series ISSN 2947-700X Series E-ISSN 2947-7018
issn_series 2947-700X
copyrightThe Editor(s) (if applicable) and The Author(s) 2016
The information of publication is updating

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Optimization in Energy Markets,In the Preface, we mentioned that optimization problems represent a class of mathematical problems that we cannot consider always homogeneous. Different kinds of problems ask for different representation and solution tools. Hence, a bit of classification may be worthwhile for the sake of clarity.
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Valuing Project Flexibilities Using the Diagrammatic Approach,In the analysis of this business case, we will move from static optimization problems to dynamic ones, still, obviously, characterized by uncertainty.
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Applied Quantitative Financehttp://image.papertrans.cn/o/image/703147.jpg
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https://doi.org/10.1057/9781137412973algorithms; dynamic programming; dynamics; energy; incomplete markets; linear optimization; modeling; nonli
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