L. Barroso, S. Granville, J. Trinkenreich, M. Pereira, P. Lino
{"title":"管理基于水的投资组合中的水文风险","authors":"L. Barroso, S. Granville, J. Trinkenreich, M. Pereira, P. Lino","doi":"10.1109/PES.2003.1270395","DOIUrl":null,"url":null,"abstract":"The objective of this work is to analyze the hydrological risk faced by hydro plants (or hydro based portfolios) in hydropower based markets and possible mitigation measures. This risk, which arises in low inflow seasons, can lead to high financial exposures of these agents in the spot market. The analysis will be carried out with the aid of optimization models. In particular the insertion of a thermal plant into the hydro portfolio will be analyzed. This asset can work as an insurance (or back-up) to the portfolio and provide significant risk reductions with the synergy among the energy sources in the new mix. Case studies will be presented with the Brazilian system, which is hydro based.","PeriodicalId":131986,"journal":{"name":"2003 IEEE Power Engineering Society General Meeting (IEEE Cat. No.03CH37491)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2003-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"15","resultStr":"{\"title\":\"Managing hydrological risks in hydro-based portfolios\",\"authors\":\"L. Barroso, S. Granville, J. Trinkenreich, M. Pereira, P. Lino\",\"doi\":\"10.1109/PES.2003.1270395\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The objective of this work is to analyze the hydrological risk faced by hydro plants (or hydro based portfolios) in hydropower based markets and possible mitigation measures. This risk, which arises in low inflow seasons, can lead to high financial exposures of these agents in the spot market. The analysis will be carried out with the aid of optimization models. In particular the insertion of a thermal plant into the hydro portfolio will be analyzed. This asset can work as an insurance (or back-up) to the portfolio and provide significant risk reductions with the synergy among the energy sources in the new mix. Case studies will be presented with the Brazilian system, which is hydro based.\",\"PeriodicalId\":131986,\"journal\":{\"name\":\"2003 IEEE Power Engineering Society General Meeting (IEEE Cat. No.03CH37491)\",\"volume\":\"4 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2003-07-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"15\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2003 IEEE Power Engineering Society General Meeting (IEEE Cat. No.03CH37491)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/PES.2003.1270395\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2003 IEEE Power Engineering Society General Meeting (IEEE Cat. No.03CH37491)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/PES.2003.1270395","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Managing hydrological risks in hydro-based portfolios
The objective of this work is to analyze the hydrological risk faced by hydro plants (or hydro based portfolios) in hydropower based markets and possible mitigation measures. This risk, which arises in low inflow seasons, can lead to high financial exposures of these agents in the spot market. The analysis will be carried out with the aid of optimization models. In particular the insertion of a thermal plant into the hydro portfolio will be analyzed. This asset can work as an insurance (or back-up) to the portfolio and provide significant risk reductions with the synergy among the energy sources in the new mix. Case studies will be presented with the Brazilian system, which is hydro based.
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