Project information
Implementation of an algorithm to calculate price sensitivities in Monte Carlo execution
June 2020 - July 2020
Funding entity Enel Iberoamerica S.R.L
This proposal focuses on implementing a methodology in the VALORE Monte Carlo tool that allows to calculate price sensitivities with respect to different risk variables.
Research topics:
- *Short-Term Operation, Market Bidding and Operating Reserves
- *Medium-Term Tactical Planning
- Unit-commitment in electricity markets with high RES penetration
- Short and Medium term hydro and hydrothermal scheduling
- Electricity, natural gas and renewable gases markets models
2020_VALORE-T4
