Financial and operational decisions in the electricity sector : contract portfolio optimization with the conditional value-at-risk criterion
Year of publication: |
2011
|
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Authors: | Yau, Sheena ; Kwon, Roy H. ; Rogers, J. S. ; Wu, Desheng |
Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 134.2011, 1, p. 67-77
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Subject: | Energiemarkt | Energy market | Vertrag | Contract | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Ganzzahlige Optimierung | Integer programming |
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