-
1
-
-
0029253069
-
Evaluating risk management strategies in resource planning
-
Andrews, C. J. (1995). Evaluating risk management strategies in resource planning. IEEE Trans. Power Syst., 10 420-426.
-
(1995)
IEEE Trans. Power Syst.
, vol.10
, pp. 420-426
-
-
Andrews, C.J.1
-
2
-
-
9644308639
-
Partitioning procedures for solving mixed-variable programming problems
-
Benders, J. F. (1962). Partitioning procedures for solving mixed-variable programming problems. Numer. Math., 4 238-252.
-
(1962)
Numer. Math.
, vol.4
, pp. 238-252
-
-
Benders, J.F.1
-
3
-
-
0040036550
-
Portfolio construction through mixed integer programming at Grantham, Mayo, Van Otterloo and Company
-
Bertsimas, D., Darnell, C., & Soucy, R. (1999). Portfolio construction through mixed integer programming at Grantham, Mayo, Van Otterloo and Company. Interfaces, 29 49-66.
-
(1999)
Interfaces
, vol.29
, pp. 49-66
-
-
Bertsimas, D.1
Darnell, C.2
Soucy, R.3
-
5
-
-
0033221395
-
Financial risk management in a competitive energy market
-
Bjorgan, R., Liu, C. C., & Lawarr, J. (1999). Financial risk management in a competitive energy market. IEEE Trans. Power Syst., 14 1285-1291.
-
(1999)
IEEE Trans. Power Syst.
, vol.14
, pp. 1285-1291
-
-
Bjorgan, R.1
Liu, C.C.2
Lawarrée, J.3
-
6
-
-
0026954138
-
A Gauss-Markov load model for application in risk evaluation and production simulation
-
Breipohl, A. M., Lee, F. N., Zhai, D., & Adapa, R. (1992). A Gauss-Markov load model for application in risk evaluation and production simulation. IEEE Trans. Power Syst., 7 1493-1499.
-
(1992)
IEEE Trans. Power Syst.
, vol.7
, pp. 1493-1499
-
-
Breipohl, A.M.1
Lee, F.N.2
Zhai, D.3
Adapa, R.4
-
7
-
-
0003730982
-
-
GAMS Development Corporation
-
Brooke, A., Kendrick, D., Meeraus, A., & Raman, R. (1998). GAMS-A User's Guide. : GAMS Development Corporation.
-
(1998)
GAMS-A User's Guide
-
-
Brooke, A.1
Kendrick, D.2
Meeraus, A.3
Raman, R.4
-
8
-
-
0002200470
-
The optimal portfolio revision policy
-
Chen, A. Y., Jen, F. C., & Zionts, S. (1971). The optimal portfolio revision policy. J. Bus., 44 51-56.
-
(1971)
J. Bus.
, vol.44
, pp. 51-56
-
-
Chen, A.Y.1
Jen, F.C.2
Zionts, S.3
-
9
-
-
0030170507
-
Risk modeling in energy contracts between host utilities and BOT plant investors
-
David, A. K. (1996). Risk modeling in energy contracts between host utilities and BOT plant investors. IEEE Trans. Energy Conv., 11 359-365.
-
(1996)
IEEE Trans. Energy Conv.
, vol.11
, pp. 359-365
-
-
David, A.K.1
-
10
-
-
0032206591
-
Risk due to load forecast uncertainty in short term system planning
-
Douglas, A., Breipohl, A. M., Lee, F. N., & Adapa, R. (1998). Risk due to load forecast uncertainty in short term system planning. IEEE Trans. Power Syst., 13 1493-1499.
-
(1998)
IEEE Trans. Power Syst.
, vol.13
, pp. 1493-1499
-
-
Douglas, A.1
Breipohl, A.M.2
Lee, F.N.3
Adapa, R.4
-
11
-
-
0015419856
-
Generalized benders decomposition
-
Geoffrion, A. M. (1972). Generalized benders decomposition. J. Optim. Theory Appl., 10(4), 237-260.
-
(1972)
J. Optim. Theory Appl.
, vol.10
, Issue.4
, pp. 237-260
-
-
Geoffrion, A.M.1
-
12
-
-
0030674579
-
A market power model with strategic interaction in electricity networks
-
Hogan, W. W. (1997). A market power model with strategic interaction in electricity networks. Energy J., 18 107-141.
-
(1997)
Energy J.
, vol.18
, pp. 107-141
-
-
Hogan, W.W.1
-
13
-
-
0004038411
-
-
2nd ed New York: McGraw Hill
-
Jorion, P. (2000). Value at Risk, 2nd ed. New York: McGraw Hill.
-
(2000)
Value at Risk
-
-
Jorion, P.1
-
14
-
-
0030082567
-
A genetic algorithm solution to the unit commitment problem
-
Kazarlis, S. A., Bakirtzis, A. G., & Petridis, V. (1996). A genetic algorithm solution to the unit commitment problem. IEEE Trans. Power Syst., 11 83-91.
-
(1996)
IEEE Trans. Power Syst.
, vol.11
, pp. 83-91
-
-
Kazarlis, S.A.1
Bakirtzis, A.G.2
Petridis, V.3
-
15
-
-
0034563313
-
On Selecting a Portfolio with Fixed Costs and Minimum Transaction Lots
-
in press
-
Kellerer, H., Mansini, R., Speranza, M.G. On Selecting a Portfolio with Fixed Costs and Minimum Transaction Lots. Ann. Oper. Res. (in press).
-
(2001)
Ann. Oper. Res.
-
-
Kellerer, H.1
Mansini, R.2
Speranza, M.G.3
-
16
-
-
84944830176
-
Option pricing and replication with transaction costs
-
Leland, H. (1985). Option pricing and replication with transaction costs. J. Financ., 40 1285-1301.
-
(1985)
J. Financ.
, vol.40
, pp. 1285-1301
-
-
Leland, H.1
-
17
-
-
0033195251
-
Investment behavior under Knightian uncertainty-an evolutionary approach
-
Lensberg, T. (1999). Investment behavior under Knightian uncertainty-an evolutionary approach. J. Econ. Dyn. Control, 23 1587-1604.
-
(1999)
J. Econ. Dyn. Control
, vol.23
, pp. 1587-1604
-
-
Lensberg, T.1
-
21
-
-
21344496107
-
Computation of mean-semivariance efficient sets by the Critical Line Algorithm
-
Markowitz, H. M., Todd, P., Xu, G., & Yamane, Y. (1993). Computation of mean-semivariance efficient sets by the Critical Line Algorithm. Ann. Oper. Res., 45 307-317.
-
(1993)
Ann. Oper. Res.
, vol.45
, pp. 307-317
-
-
Markowitz, H.M.1
Todd, P.2
Xu, G.3
Yamane, Y.4
-
22
-
-
0001351864
-
Optimal algorithms and lower partial moment: Ex post results
-
Nawrocki, D. (1991). Optimal algorithms and lower partial moment: ex post results. Appl. Econ., 23 465-470.
-
(1991)
Appl. Econ.
, vol.23
, pp. 465-470
-
-
Nawrocki, D.1
-
23
-
-
0033079501
-
Optimal location of phase shifters in the French network by genetic algorithm
-
Paterni Vitet, P. S., Bena, M., & Yokoyama, A. (1999). Optimal location of phase shifters in the French network by genetic algorithm. IEEE Trans. Power Syst., 14 37-42.
-
(1999)
IEEE Trans. Power Syst.
, vol.14
, pp. 37-42
-
-
Paterni Vitet, P.S.1
Bena, M.2
Yokoyama, A.3
-
24
-
-
84993588135
-
An extension of the Markowitz portfolio selection model to include variable transaction costs, short sales, leverage policies and taxes
-
Pogue, G. A. (1970). An extension of the Markowitz portfolio selection model to include variable transaction costs, short sales, leverage policies and taxes. J. Financ., 25 1005-1027.
-
(1970)
J. Financ.
, vol.25
, pp. 1005-1027
-
-
Pogue, G.A.1
-
25
-
-
0001676735
-
Semivariance and stochastic dominance: A comparison
-
Porter, R. B. (1974). Semivariance and stochastic dominance: a comparison. Am. Econ. Rev., 64 200-204.
-
(1974)
Am. Econ. Rev.
, vol.64
, pp. 200-204
-
-
Porter, R.B.1
-
26
-
-
49549135545
-
The arbitrage theory of capital asset pricing
-
Ross, S. (1976). The arbitrage theory of capital asset pricing. J. Econ. Theory, 13(3), 341-360.
-
(1976)
J. Econ. Theory
, vol.13
, Issue.3
, pp. 341-360
-
-
Ross, S.1
-
27
-
-
84980092818
-
Capital market prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W. F. (1964). Capital market prices: a theory of market equilibrium under conditions of risk. J. Financ., 19 425-442.
-
(1964)
J. Financ.
, vol.19
, pp. 425-442
-
-
Sharpe, W.F.1
-
28
-
-
0032666867
-
Decision analysis tools for GENCO dispatchers
-
Sheblé, G. B. (1998). Decision analysis tools for GENCO dispatchers. IEEE Trans. Power Syst., 14 745-750.
-
(1998)
IEEE Trans. Power Syst.
, vol.14
, pp. 745-750
-
-
Sheblé, G.B.1
-
29
-
-
0034139156
-
Project valuation and power portfolio management in a competitive market
-
Siddiqi, S. N. (2000). Project valuation and power portfolio management in a competitive market. IEEE Trans. Power Syst., 15 116-121.
-
(2000)
IEEE Trans. Power Syst.
, vol.15
, pp. 116-121
-
-
Siddiqi, S.N.1
-
30
-
-
0003334053
-
Counting the costs
-
Whalley, A. E., & Wilmott, P. (1993). Counting the costs. Risk, 6 10-19.
-
(1993)
Risk
, vol.6
, pp. 10-19
-
-
Whalley, A.E.1
Wilmott, P.2
-
31
-
-
0030286089
-
The extension of an analytical method for comparing natural diversity to DSM controlled diversity
-
Yu, Z., Breipohl, A. M., Lee, F. N., & Adapa, R. (1996a). The extension of an analytical method for comparing natural diversity to DSM controlled diversity. IEEE Trans. Power Syst., 11 1856-1862.
-
(1996)
IEEE Trans. Power Syst.
, vol.11
, pp. 1856-1862
-
-
Yu, Z.1
Breipohl, A.M.2
Lee, F.N.3
Adapa, R.4
-
32
-
-
0030215877
-
An analytical method for comparing natural diversity to DSM controlled diversity
-
Yu, Z., Breipohl, A. M., Lee, F. N., & Adapa, R. (1996b). An analytical method for comparing natural diversity to DSM controlled diversity. IEEE Trans. Power Syst., 11 1201-1208.
-
(1996)
IEEE Trans. Power Syst.
, vol.11
, pp. 1201-1208
-
-
Yu, Z.1
Breipohl, A.M.2
Lee, F.N.3
Adapa, R.4
-
33
-
-
0033719845
-
On the convexity issues of hydrothermal scheduling
-
Yu, Z., Sparrow, F. T., Bowen, B. H., & Smardo, F. J. (2000). On the convexity issues of hydrothermal scheduling. Int. J. Electr. Power Energy Syst., 22 451-457.
-
(2000)
Int. J. Electr. Power Energy Syst.
, vol.22
, pp. 451-457
-
-
Yu, Z.1
Sparrow, F.T.2
Bowen, B.H.3
Smardo, F.J.4
|