Explicit risk constraints on imbalance size turn the all-or-nothing 'betting' behavior of a wind-electrolyzer plant under single imbalance pricing into a diversified 'trading' policy with out-of-sample profit up to 83% of perfect foresight.
Risk constrained trading strategies for stochastic generation with a single-price balancing market,
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
baseline 1
citation-polarity summary
fields
eess.SY 1years
2024 1verdicts
CONDITIONAL 1roles
baseline 1polarities
baseline 1representative citing papers
citing papers explorer
-
Betting vs. Trading: Learning a Linear Decision Policy for Selling Wind Power and Hydrogen
Explicit risk constraints on imbalance size turn the all-or-nothing 'betting' behavior of a wind-electrolyzer plant under single imbalance pricing into a diversified 'trading' policy with out-of-sample profit up to 83% of perfect foresight.