Ignacio's Blog

Here is a place for papers and articles I have read during my education, news I find interesting or shorter projects I have had worked in.


Stochastic Optimisation of Trading Strategies in Sequential Electricity Markets.

When generating energy with a portfolio with a big portion of renewables generation, there is a high uncertainty of how much energy will be generated (Q [MW], generated power and P [Euros/MW], price). Objetive of the paper is to build a optimisation model for trading that includes a risk-neutral portfolio owner and then expand it to a risk-avertion portfolio owner.

4 min read   ·   2025

a distill-style blog post

an example of a distill-style blog post and main elements

23 min read   ·   2021