Risk-Aware Battery Bidding with a Novel Benchmark Selection Under Second-Order Stochastic Dominance

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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