M. A. Matos, Decision under risk as a multicriteria problem, European Journal of Operational Research, vol.181, issue.3, pp.1516-1529, 2007.
DOI : 10.1016/j.ejor.2005.11.057

R. T. Clemen, Making Hard Decisions : An Introduction to Decision Analysis, pp.0-534, 1996.

G. Giebel, R. Brownword, and G. Kariniotakis, State of the art on short term wind power prediction, ANEMOS Project Deliverable D1.1, 2003.

I. Marti, G. Kariniotakis, P. Pinson, and I. Sanchez, Evaluation of advanced wind power forecasting models -the results of the anemos project, Proc. of the European Wind Energy Conference, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00526668

J. Juban, L. Fugon, and G. N. Kariniotakis, Probabilistic short-term wind power forecasting based on kernel density estimators, Proc. of the European Wind Energy Conference, 2007.
URL : https://hal.archives-ouvertes.fr/hal-00526011

J. Juban, N. Siebert, and G. N. Kariniotakis, Probabilistic Short-term Wind Power Forecasting for the Optimal Management of Wind Generation, 2007 IEEE Lausanne Power Tech, 2007.
DOI : 10.1109/PCT.2007.4538398

URL : https://hal.archives-ouvertes.fr/hal-00222776

P. Pinson, Estimation of the uncertainty in wind power forecasting, 2006.
URL : https://hal.archives-ouvertes.fr/pastel-00002187

H. A. Nielsen, H. Madsen, and T. S. Nielsen, Using quantile regression to extend an existing wind power forecasting system with probabilistic forecasts, Wind Energy, vol.83, issue.1-2, pp.95-108, 2006.
DOI : 10.1002/we.180

P. E. Morthorst, Detailed investigation of electricity market rules, TradeWind, Tech. Rep, 2007.

P. Pinson, C. Chevallier, and G. Kariniotakis, Trading Wind Generation From Short-Term Probabilistic Forecasts of Wind Power, IEEE Transactions on Power Systems, vol.22, issue.3, pp.1148-1156, 2007.
DOI : 10.1109/TPWRS.2007.901117

URL : https://hal.archives-ouvertes.fr/hal-00617685

J. Matevosyan and L. Soder, Minimization of Imbalance Cost Trading Wind Power on the Short-Term Power Market, IEEE Transactions on Power Systems, vol.21, issue.3, pp.1396-1404, 2006.
DOI : 10.1109/TPWRS.2006.879276

L. M. Costa, J. Juban, F. Bourry, and G. N. Kariniotakis, A spot-risk-based approach for adressing problems of decision-making under uncertainty, Probabilistic Methods Applied to Power Systems, 2008.

U. Linnet, Tools supporting wind energy trade in deregulated markets Master's thesis, Informatics and Mathematical Modelling, 2005.

H. Markowitz, PORTFOLIO SELECTION*, The Journal of Finance, vol.7, issue.1, pp.77-91, 1952.
DOI : 10.1111/j.1540-6261.1952.tb01525.x

X. Huang, Portfolio selection with a new definition of risk, European Journal of Operational Research, vol.186, issue.1, pp.351-357, 2008.
DOI : 10.1016/j.ejor.2007.01.045

P. T. Jorion-]-r, S. Rockafellar, and . Uryasev, Value ar risk Optimization of conditional value-at-risk, Journal of Risk, vol.3, issue.2, pp.21-41, 1997.

D. Bernoulli, Exposé d'une théorie nouvelle sur l'´ evaluation du risque, pp.5-18, 1971.

J. V. Neumann and O. Morgenstern, Theory of games and economic behavior, 1953.

R. Dahlgren, C. Liu, and J. Lawarree, Risk assessment in energy trading, IEEE Transactions on Power Systems, vol.18, issue.2, pp.503-511, 2003.
DOI : 10.1109/TPWRS.2003.810685

R. Wang, J. Shang, X. Zhou, and Y. Zhang, Risk assessment and management of portfolio optimization for power plants Transmission and Distribution Conference and Exhibition: Asia and Pacific, IEEE, pp.1-5, 2005.