Structuring Bilateral Energy Contract Portfolios in Competitive Markets-Reference-Cited by-同舟云学术

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Structuring Bilateral Energy Contract Portfolios in Competitive Markets

Published:2011 Issue: Volume: Page:203-226
ISSN:0884-8289
Container-title:Stochastic Optimization Methods in Finance and Energy
language:
Short-container-title:

Author:

Alonso-Ayuso Antonio,Domenica Nico di,Escudero Laureano F.,Pizarro Celeste

Publisher

Springer New York

Link

http://link.springer.com/content/pdf/10.1007/978-1-4419-9586-5_10.pdf

Reference55 articles.

1. A. Alonso-Ayuso, L.F. Escudero and M.T. Ortuño. BFC, a Branch-and-Fix Coordination algorithmic framework for solving some types of stochastic pure and mixed 0-1 programs. European Journal of Operational Research, 151:503–519, 2003a.

2. A. Alonso-Ayuso, L.F. Escudero, A. Garín, M.T. Ortuño and G. Pérez. An approach for strategic supply chain planning based on stochastic 0–1 programming. Journal of Global Optimization, 26:97–124, 2003b.

3. A. Alonso-Ayuso, L.F. Escudero and C. Pizarro. On SIP algorithms for minimizing the mean-risk function in the Multi Period Single Source Problem under uncertainty. Annals of Operations Research, 166:223–242, 2009.

4. R. Andrade, A. Lisser, N. Maculan and G. Plateau. Enhancing a Branch-and-Bound algorithm for two-stage stochastic integer network design-based models. Management Science, 52:1450–1455, 2006.

5. J.M. Arroyo and A.J. Conejo. Optimal response of a thermal unit to an electricity spot market. IEEE Transactions on Power Systems, 15:1098–1104, 2000.

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1. Risk Measures and Management in the Energy Sector;Quantitative Financial Risk Management;2015-05-11

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