Tail risk adjusted clean energy portfolios in P2P transactive markets using Rachev ratio
Abstract Renewable energy sources (RES) and electric vehicles (EVs) pose ‘energy‐risk’ in peer energy commitments due to their temporal and spatial uncertainties. Thus, optimistic commitments in the peer‐to‐peer transactive energy market (P2P TEM) are improbable. This paper proposes a two‐stage mast...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-04-01
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| Series: | Energy Conversion and Economics |
| Subjects: | |
| Online Access: | https://doi.org/10.1049/enc2.12081 |
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