Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/26206
Title: | Risk-Aware Battery Bidding with a Novel Benchmark Selection Under Second-Order Stochastic Dominance |
Authors: | Khaloie, H Faraji, J Vallee, F Lai, CS Toubeau, J-F Lai, LL |
Keywords: | battery;bidding strategy;out-of-sample analysis;regret;risk management;second-order stochastic dominance (SSD) |
Issue Date: | 15-Feb-2023 |
Publisher: | Institute of Electrical and Electronics Engineers (IEEE) |
Citation: | Khaloie, H. et al. (2023) 'Risk-Aware Battery Bidding with a Novel Benchmark Selection Under Second-Order Stochastic Dominance', IEEE Transactions on Industry Applications, 53 (3), pp. 3009 - 3018. doi: 10.1109/TIA.2023.3245047. |
URI: | https://bura.brunel.ac.uk/handle/2438/26206 |
DOI: | https://doi.org/10.1109/TIA.2023.3245047 |
ISSN: | 0093-9994 |
Other Identifiers: | ORCID iDs: Hooman Khaloie https://orcid.org/0000-0003-4265-3766; Chun Sing Lai https://orcid.org/0000-0002-4169-4438; Jean-François Toubeau https://orcid.org/0000-0001-9853-2694; Loi Lei Lai https://orcid.org/0000-0003-4786-7931. |
Appears in Collections: | Dept of Electronic and Electrical Engineering Research Papers |
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