Portfolio optimization using Mixture Design of Experiments : scheduling trades within electricity markets
Francisco Alexandre de Oliveira; Anderson Paulo de Paiva; José Wanderley Marangon Lima; Pedro Paulo Balestrassi; Ronã Rinston Amaury Mendes
| Year of publication: |
2011
|
|---|---|
| Authors: | Oliveira, Francisco Alexandre de ; Paiva, Anderson Paulo de ; Lima, José Wanderley Marangon ; Balestrassi, Pedro Paulo ; Mendes, Ronã Rinston Amaury |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 33.2011, 1, p. 24-32
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Scheduling-Verfahren | Scheduling problem | Mathematische Optimierung | Mathematical programming | Elektrizität | Electricity |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009260875