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Hyeonjun Im

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Open access Aug 2026

Multivariate Scenario-Based Optimization Framework for Wind Power Bidding Curves with Heavy-Tailed Forecast Uncertainty

Wind power producers face severe financial risks from intermittent generation and volatile prices. In this paper, we develop a multivariate scenario-based optimization framework that integrates heavy-tailed Laplace forecast-error path generation, principal component (PC) score matching, and Frequency-Concentrated Proje...

Junghyeop Im, Minsoo Kim, Minkyu Jung et al. · 0 citations

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