Liu, Yangyang; Jiang, Chuanwen; Shen, Jingshuang; Hu, Jiakai - In: Renewable Energy 80 (2015) C, pp. 783-792
determine the economic capital requirement, and the risk adjusted return on capital (RAROC) which represents the return of … a GENCO based on RAROC optimization. RAROC can measure the performance of risk management and estimate the tradeoff …