Pages that link to "Item:Q2954558"
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The following pages link to Mean-risk optimization of electricity portfolios (Q2954558):
Displaying 14 items.
- A stochastic model for investments in different technologies for electricity production in the long period (Q301225) (← links)
- Optimal electricity generation portfolios. The impact of price spread modelling (Q373214) (← links)
- Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries (Q535718) (← links)
- Risk management of power portfolios and valuation of flexibility (Q850662) (← links)
- Optimisation of physical and financial power purchase portfolios (Q1421058) (← links)
- Optimizing a portfolio of power-producing plants (Q1431535) (← links)
- Risk shaping of optimal electricity portfolios in the stochastic LCOE theory (Q1652696) (← links)
- Managing electricity market price risk (Q1869437) (← links)
- 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) (← links)
- Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
- Polyhedral risk measures in electricity portfolio optimization (Q2954559) (← links)
- Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets (Q4596258) (← links)
- Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819) (← links)
- Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
