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Energy allocation with risk management in electricity markets
Liu, Min; 劉敏
Liu, M. [劉敏]. (2004). Energy allocation with risk management in
electricity markets. (Thesis). University of Hong Kong, Pokfulam,
Hong Kong SAR. Retrieved from
http://dx.doi.org/10.5353/th_b2933597.
2004
http://hdl.handle.net/10722/30349
The author retains all proprietary rights, (such as patent rights)
and the right to use in future works.
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174
Publications
International Journal Papers:
[1]
Min Liu and Felix F. Wu, “Portfolio Optimization in Electricity Markets: Part
I –Spot Markets with uniform Pricing,”to be submitted to IEEE Trans. Power
Systems.
[2]
Min Liu and Felix F. Wu, “Portfolio Optimization in Electricity Markets: Part
II – Spot Markets with Locational Pricing,” to be submitted to IEEE Trans.
Power Systems.
[3]
Min Liu and Felix F. Wu, “Effect of Financial Hedging in Optimal Portfolio
Selection in Electricity Markets,” to be submitted to IEEE Trans. Power
Systems.
[4]
Min Liu and Felix F. Wu, “Effect of Fuel Market on Optimal Energy
Allocation between Spot and Contract Markets,” to be submitted to
International Journal of Electrical Power & Energy Systems.
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Min Liu and Felix F. Wu, “A Framework for Generation Risk Management in
a Multi- market Environment,” to be submitted to International Journal of
Electrical Power & Energy Systems.
175
International Conference Papers:
[1]
Min Liu, Felix F. Wu and Yixin Ni, “Market Allocation between Bilateral
Contracts and Spot Market without Financial Transmission Rights,”
Proceedings of IEEE PES General Meeting, Toronto, July 2003.
[2]
Min Liu and Felix F. Wu, “Generation Planning and Scheduling with Risk
Management in Electricity Markets,” Proceedings of the International
Conference on Electrical Engineering, Hong Kong, July 2003.
176