Project information
Generalisation of sensitivity studies in VALORE
March 2023 - July 2023
Funding entity Endesa Medios y Sistemas S.L
This proposal focuses on implementing a new methodology in the VALORE Monte Carlo tool that allows to calculate price sensitivities with respect to different risk variables.
Research topics:
- Unit-commitment in electricity markets with high RES penetration
- Electricity, natural gas and renewable gases markets models
- Risk management models
2023_VALORE-LPM-T1
