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Bidding CHP portfolios consistently into sequential reserve and electricity spot markets

Beran, Philip; Furtwängler, Christian; Jahns, Christopher - 2025

The profitable exploitation of asset portfolios in the European electricity markets has become more challenging in recent years. This is particularly true for combined heat and power (CHP) generation units that are often facing must-run conditions due to heat demands that need to be satisfied....

Persistent link: https://www.econbiz.de/10015408253

Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach

Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997

Persistent link: https://www.econbiz.de/10000646551

A stochastic control approach to managed futures portfolios

Leung, Tim; Yan, Raphael - In: International journal of financial engineering 6 (2019) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012028856

The natural hedge of a gas-fired power plant

Guo, Xiaojia; Beskos, Alexandros; Siddiqui, Afzal S. - In: Computational Management Science : CMS 13 (2016) 1, pp. 63-86

Persistent link: https://www.econbiz.de/10011669234

Progressive hedging for stochastic programs with cross-scenario inequality constraints

Aasgård, Ellen Krohn; Skjelbred, Hans Ivar - In: Computational management science 17 (2020) 1, pp. 141-160

Persistent link: https://www.econbiz.de/10012206038

Regulating the natural gas transportation industry : optimal pricing policy of a monopolist with advance-purchase and spot markets

David, Laurent (contributor); Le Breton, Michel (contributor) - 2007

Persistent link: https://www.econbiz.de/10003590703

Noninvasive test scheudling in live electricity markets at Transpower New Zealand

Batstone, Steve; Pritchard, Geoff; Zakeri, Golbon - In: Interfaces : the INFORMS journal on the practice of … 46 (2016) 6, pp. 482-492

Persistent link: https://www.econbiz.de/10011626256

On a simple connection between Δ-modular ILP and LP, and a new bound on the number of integer vertices

Gribanov, Dmitry; Malyshev, Dmitry; Shumilov, Ivan - In: Operations research forum 5 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10015179755

On integer polytopes with few nonzero vertices

Cacchiani, Valentina; Caprara, Alberto; Maróti, Gábor; … - In: Operations research letters 41 (2013) 1, pp. 74-77

Persistent link: https://www.econbiz.de/10009720191

A throughput model for a dual-tray vertical lift module with a human order-picker

Dukic, Goran; Opetuk, Tihomir; Lerher, Tone - In: International journal of production economics 170 (2015), pp. 874-881

Persistent link: https://www.econbiz.de/10011422527