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Showing 1 to 3 of 3 for “"Financial transmission rights (FTR)"”.
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Optimization of Financial Transmission Right Portfolios Using Risk-Reward Analysis of Deregulated Power Systems
Financial Transmission Rights (FTR) is an investment that protects the market customers from price uncertainty in the case of transmission line congestion. Pennsylvania-New Jersey-Maryland Interconnection (PJM) allows bidding of FTR's on various transmission paths. This thesis investigates …
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Optimized FTR portfolio construction for market participants in a multi-period horizon
Financial transmission rights (FTR) are hedging instruments that entitle their holders to receive reimbursements from the independent system operator (ISO) for the congestion rents when congestion happens in the direction specified by the FTR source and sink nodes. In this thesis, we extend the …
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Optimized FTR portfolio construction: the speculator's problem
… systematic methodology to construct an optimized financial transmission rights (FTR) portfolio for the speculator, who purchases FTR holdings in order to have returns that are as good as possible. The conventional approach of selecting the FTR in a portfolio requires the exhaustive evaluation of …