A data-driven approach for optimal operational and financial commodity hedging
From MaRDI portal
Publication:6586281
DOI10.1016/j.ejor.2024.01.026WikidataQ129308988 ScholiaQ129308988MaRDI QIDQ6586281
Christian Mandl, Moritz Rettinger, Stefan Minner
Publication date: 13 August 2024
Published in: European Journal of Operational Research (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- The Model Confidence Set
- Inventory control in dual sourcing commodity procurement with price correlation
- The decision rule approach to optimization under uncertainty: methodology and applications
- Dual sourcing using capacity reservation and spot market: optimal procurement policy and heuristic parameter determination
- Merchant Commodity Storage Practice Revisited
- Optimal Inventory Policies when Purchase Price and Demand Are Stochastic
- An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation
- Optimal Commodity Trading with a Capacitated Storage Asset
- A General Solution for Linear Decision Rules: An Optimal Dynamic Strategy Applicable under Uncertainty
- Model Selection and the Principle of Minimum Description Length
- 10.1162/153244302760200704
- The Big Data Newsvendor: Practical Insights from Machine Learning
- Deep double descent: where bigger models and more data hurt*
- Stochastic Prices in a Single-Item Inventory Purchasing Model
- The Elements of Statistical Learning
This page was built for publication: A data-driven approach for optimal operational and financial commodity hedging