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Application of CVaR risk aversion approach in the expansion and operation planning and for setting the spot price in the Brazilian hydrothermal interconnected system

Maria Elvira Piñeiro Maceira, L. G. B. Marzano, Débora Dias Jardim Penna, Andre L. Diniz Souto Lima, T. C. Justino. Application of CVaR risk aversion approach in the expansion and operation planning and for setting the spot price in the Brazilian hydrothermal interconnected system. In 2014 Power Systems Computation Conference, Wrocław, Poland, August 18-22, 2014. pages 1-7, IEEE, 2014. [doi]

Authors

Maria Elvira Piñeiro Maceira

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L. G. B. Marzano

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Débora Dias Jardim Penna

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Andre L. Diniz Souto Lima

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T. C. Justino

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