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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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8 results for Hydropower

Hydropower reduces system electricity price and volatility, especially at extreme levels.

problem Impact of hydropower on system electricity price and volatility.
method Robust statistical analysis using multiple linear regression and quantile regression.
result Hydropower reduces system electricity price and volatility, especially at extreme levels.

Paper optimizes internal balancing of wind and hydropower to reduce intraday market volatility.

problem Reduction of intraday market volatility for power producers with wind and hydropower assets.
method Internal balancing within the same river system and sales/purchase in a pay-as-bid intraday market.
result Reduction in short-term marginal cost and risk through internal balancing.

We solve non-Markovian optimal switching problems in discrete time on an infinite horizon, when the decision maker is risk aware and the filtration is general, and establish existence and uniqueness of solutions for the associated reflected backward stochastic difference equations. An example application to hydropower …

2019-10-09abs ↗pdf ↗