1 Y. Fu, "Security-Constrained Unit Commitment with AC Constraints" IEEE Trans. Power Syst 20 (3) : 1538 ~ 1550, 2005
2 A. Khodaei, "SCUC with Hourly Demand Response Considering Intertemporal Load Characteristics" IEEE Trans. Smart Grid 2 (3) : 564 ~ 571, 2011
3 M. Mazaheri, "Risk Budgeting Using Expected Shortfall(CVaR) : An Overview" SSRN, 2008
4 P. Yi, "Real-Time Opportunistic Scheduling for Residential Demand Response" IEEE Trans. Smart Grid 4 (1) : 227 ~ 234, 2013
5 John C. Hull, "Options, Futures, and Other Derivatives, vol. 6" PEARSON : 6 ~ 2006, 2006
6 S. V. Bruno, "Optimization of Real Asset Portfolio Using a Coherent Risk Measure : Application to Oil and Energy Industries" Optimization Online : 1 ~ 8, 2008
7 C. I. Fabrian, "Handling CVaR Objectives and Constraints in Two-Stage Stochastic Models" Eur. J. Oper. Res 191 (3) : 888 ~ 911, 2008
8 K. Cuthbertson, "Financial Engineering: Derivatives and Risk Management" Wiley : 559 ~ 601, 2004
9 J. Y. Joo, "Distributed Multi-Temporal Risk Management Approach to Designing Dynamic Pricing" IEEE Power & Energy Society General Meeting, 2012
10 K. Dietrich, "Demand Response in an Isolated System with High Wind Integration" IEEE Trans. Power Syst 27 (1) : 20 ~ 29, 2012
1 Y. Fu, "Security-Constrained Unit Commitment with AC Constraints" IEEE Trans. Power Syst 20 (3) : 1538 ~ 1550, 2005
2 A. Khodaei, "SCUC with Hourly Demand Response Considering Intertemporal Load Characteristics" IEEE Trans. Smart Grid 2 (3) : 564 ~ 571, 2011
3 M. Mazaheri, "Risk Budgeting Using Expected Shortfall(CVaR) : An Overview" SSRN, 2008
4 P. Yi, "Real-Time Opportunistic Scheduling for Residential Demand Response" IEEE Trans. Smart Grid 4 (1) : 227 ~ 234, 2013
5 John C. Hull, "Options, Futures, and Other Derivatives, vol. 6" PEARSON : 6 ~ 2006, 2006
6 S. V. Bruno, "Optimization of Real Asset Portfolio Using a Coherent Risk Measure : Application to Oil and Energy Industries" Optimization Online : 1 ~ 8, 2008
7 C. I. Fabrian, "Handling CVaR Objectives and Constraints in Two-Stage Stochastic Models" Eur. J. Oper. Res 191 (3) : 888 ~ 911, 2008
8 K. Cuthbertson, "Financial Engineering: Derivatives and Risk Management" Wiley : 559 ~ 601, 2004
9 J. Y. Joo, "Distributed Multi-Temporal Risk Management Approach to Designing Dynamic Pricing" IEEE Power & Energy Society General Meeting, 2012
10 K. Dietrich, "Demand Response in an Isolated System with High Wind Integration" IEEE Trans. Power Syst 27 (1) : 20 ~ 29, 2012
11 Korea Power Exchange, "Demand Response Market Operation Rules" 2013
12 J. Soares, "Day-Ahead Resource Scheduling Including Demand Response for Electric Vehicles" IEEE Trans. Smart Grid 4 (1) : 596 ~ 605, 2013
13 M. Shahidehpour, "Benders decomposition" IEEE Power Energy Mag 3 (2) : 20 ~ 21, 2005
14 Federal Energy Regulatory Commission, "Assessment of Demand Response and Advanced Metering : Staff Report" 2012
15 R. S. Tsay, "Analysis of Financial Time Series (3rd ed.)" Wiley : 333 ~ 338, 2010
16 S. Shao, "An Approach for Demand Response to Alleviate Power System Stress Conditions" IEEE Power & Energy Society General Meeting, 2011
17 Y. H. Huang, "A Comparison of Value at Risk Approaches and a New Method with Extreme Value Theory and Kernel Estimator" CUNY, 2006