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Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter; Madsen, Henrik; Lindström, Erik - In: Quantitative finance 18 (2018) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
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A bilevel model for electricity retailers' participation in a demand response market environment
Zugno, Marco; Morales, Juan Miguel; Pinson, Pierre; … - In: Energy economics 36 (2013), pp. 182-197
Persistent link: https://www.econbiz.de/10009724735
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Commitment and dispatch of heat and power units via affinely adjustable robust optimization
Zugno, Marco; Morales, Juan M.; Madsen, Henrik - In: Computers & operations research : and their … 75 (2016), pp. 191-201
Persistent link: https://www.econbiz.de/10011545011
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A two-phase stochastic programming approach to biomass supply planning for combined heat and power plants
Guericke, Daniela; Blanco, Ignacio; Morales, Juan M.; … - In: OR spectrum : quantitative approaches in management 42 (2020) 4, pp. 863-900
Persistent link: https://www.econbiz.de/10012419333
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Optimal adaptive sequential calibration of option models
Lindström, Erik; Åkerlindh, Carl - In: Handbook of recent advances in commodity and financial …, (pp. 165-181). 2018
Persistent link: https://www.econbiz.de/10011898632