Comparative analysis of risk management strategies for electricity retailers

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Helsinki University of Technology | Diplomityö
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Date

2002

Major/Subject

Sovellettu matematiikka

Mcode

Mat-2

Degree programme

Language

en

Pages

92

Series

Description

Supervisor

Salo, Ahti

Thesis advisor

Makkonen, Simo

Keywords

risk management, riskien hallinta, value at risk, sähkömarkkinat, maximum loss, skenaarioanalyysi, scenario analysis, herkkyysanalyysi, sensitivity analysis, informaation arvo, value of information, sähköjohdannaiset, electricity market, monitavoitteinen päätösanalyysi, electricity derivatives, rank inclusion in criteria hierarchies, RICH, multi-criteria decision analysis

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