The following pages link to (Q4428688):
Displaying 16 items.
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Short-term electricity procurement: a rolling horizon stochastic programming approach (Q639168) (← links)
- Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market (Q877630) (← links)
- A survey of stochastic modelling approaches for liberalised electricity markets (Q992645) (← links)
- Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
- Robust strategies for natural gas procurement (Q2270304) (← links)
- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower (Q2355074) (← links)
- A two-stage stochastic programming model for electric energy producers (Q2482384) (← links)
- Hydroelectric reservoir optimization in a pool market (Q2487850) (← links)
- Stochastic programming: potential hazards when random variables reflect market interaction (Q2507409) (← links)
- Stochastic programming models for replication of electricity forward contracts for industry (Q3423294) (← 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)
- Structuring Bilateral Energy Contract Portfolios in Competitive Markets (Q4613822) (← links)
- Tactical Portfolio Planning in the Natural Gas Supply Chain (Q4613824) (← links)
- NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505) (← links)
