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Risk measurement and optimization model of coal generation contracts for the difference between prospect M-V and normal triangular fuzzy stochastic variables

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Weiwei Li, Chong Wu, He Dong, Huan Wang, Mei Li
Journal: Kybernetes
Kybernetes (2016) 45 (8): 1323–1339.
https://doi.org/10.1108/K-10-2015-0266
Published: 05 September 2016
... these issues. Design/methodology/approach As a financial tool, contracts for differences can both help balance interests and reduce risks caused by spot price fluctuation. This thesis regards coal demand as a triangular fuzzy stochastic variable while directing a levelling consideration towards risk...
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