Title :
Notice of Retraction
Decision-making of Risk Aversion for Power Enterprises by Hedging during the Building of Smart Grid
Author :
Fan Yang ; Cunbin Li
Author_Institution :
Sch. of Econ. & Manage., North China Electr. Power Univ., Beijing, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
In connection with the smart grid construction background and characteristics of the Power enterprise´s own, a computational model of Multi-species portfolio cross hedging, with fuel oil futures and stock index futures as the hedging instruments is proposed. Moreover, a real case is analysed in the paper for the power enterprises to manage their asset and cover the risk actively.
Keywords :
decision making; financial management; power markets; risk analysis; decision making; hedging instruments; multi-species portfolio cross hedging; power enterprises; risk aversion; smart grid construction; stock index; Buildings; Computational modeling; Decision making; Fuels; Grid computing; Instruments; Petroleum; Portfolios; Risk analysis; Smart grids; Portfolio Theory; hedging; risk; smart grid;
Conference_Titel :
Education Technology and Computer Science (ETCS), 2010 Second International Workshop on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-6388-6
DOI :
10.1109/ETCS.2010.177
