چکیده مقاله
This paper investigates how the skewness of the forward premium distribution affects electricity retailers' contract purchase decisions Building on a mean variance skewness framework, we analyze the retailer's sensitivity to upward and downward price risks under various market uncertainty levels Using numerical simulations calibrated to realistic electricity market conditions, our results indicate that positive skewness right tailed risk substantially alters optimal hedging ratios compared to symmetric or negatively skewed environments These findings provide insight into how non linear risk preferences and distributional asymmetries should be incorporated into retail electricity procurement strategies and risk management models
کلیدواژهها
نویسندگان
Mohammadreza Farahat
MSc in Economics, Sharif University of Technology
شیوه ارجاع
Farahat, Mohammadreza,1404,The Impact of Skewness on Electricity Contract Purchase Decisions: A Sensitivity-Based Analysis,The 6th international conference on artificial intelligence and its future prospects in electrical, computer, mechanical and telecommunication engineering sciences.,Mashhad
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