1 results for Arroya, JM

  • A stochastic programming approach to electricity energy procurement for large consumers

    Carrion, M; Philpott, Andrew; Conejo, A; Arroya, JM (2007)

    Journal article
    The University of Auckland Library

    This paper provides a technique based on stochastic programming to optimally solve the electricity procurement problem faced by a large consumer. Supply sources include bilateral contracts, a limited amount of self-production and the pool. Risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study are provided and analyzed.

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