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This paper proposes a new intelligent design method for the collar option of weather derivatives. They play an important role to hedge risks caused by meteorological conditions. The collar option implies the transaction between two companies that take a complementary stance to risks. Such an idea is applicable to power and gas companies. This paper focuses on the equivalence of the payoffs in the...
In this paper, a new method is proposed to maximize a margin to the saddle node bifurcation in power system voltage instability. In recent years, the emergence of power markets with renewable energy brings about a lot of uncertainties to power system voltage instability. There is high possibility that voltage instability occurs for lack of nodal power injections. To make power system more secure,...
In this paper, an intelligent design method of weather derivatives is proposed to deal with meteorological uncertainties. This paper aims at equalizing the payoffs in the color option. The proposed method makes use of a hybrid intelligent system that consists of DA (Deterministic Annealing) clustering as a prefiltering technique, MLP (Multi-Layer Perceptron) of ANN (Artificial Neural Network) for...
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