Search Results - "Brigatto, Arthur"

A soft robust methodology to devise hedging strategies in renewable energy trading based on electricity options by Brigatto, Arthur, Fanzeres, Bruno

“…•Portfolio allocation of electricity contracts under risk- and ambiguity-constraints.•Trading of forward-type contracts, tooling agreements and call/put…”
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Assessing the Cost of Time-Inconsistent Operation Policies in Hydrothermal Power Systems by Brigatto, Arthur, Street, Alexandre, Valladao, Davi M.

“…The current state-of-the-art method used for medium- and long-term planning studies of hydrothermal power system operation is the stochastic dual dynamic…”
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Co-Optimization of Energy and Ancillary Services for Hydrothermal Operation Planning Under a General Security Criterion by Street, Alexandre, Brigatto, Arthur, Valladao, Davi M.

“…One of the most used methods for long-term hydrothermal operation planning is the stochastic dual dynamic programming (SDDP). Using this method, the immediate…”
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Assessing the Optimistic Bias in the Natural Inflow Forecasts: A Call for Model Monitoring in Brazil by Brigatto, Arthur, Street, Alexandre, Fernandes, Cristiano, Valladao, Davi, Bodin, Guilherme, Garcia, Joaquim Dias

“…Hydroelectricity accounted for roughly 66% of the total generation in Brazil in 2023 and addressed most of the intermittency of wind and solar generation…”
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