Pages that link to "Item:Q2029400"
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The following pages link to Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400):
Displaying 4 items.
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (Q322602) (← links)
- Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries (Q535718) (← links)
- Investment Decisions Under Uncertainty Using Stochastic Dynamic Programming: A Case Study of Wind Power (Q2974333) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)