Pages that link to "Item:Q4613819"
From MaRDI portal
The following pages link to Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819):
Displaying 11 items.
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer (Q877081) (← links)
- Optimisation of physical and financial power purchase portfolios (Q1421058) (← links)
- The natural hedge of a gas-fired power plant (Q1789569) (← links)
- Internal hedging of intermittent renewable power generation and optimal portfolio selection (Q2241098) (← links)
- Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
- A two-stage stochastic programming model for electric energy producers (Q2482384) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← 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)
- NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505) (← links)