A spatial mean-variance MIP model for energy market risk analysis

Energy Economics

Volumn 25, Issue 3, 2003, Pages 255-268

  Yu, Zuwei ^a  

^a SCHOOL OF INDUSTRIAL ENGINEERING   (United States)

Author keywords

Markowitz; Mean variance; MIP; Portfolio; Risk

Indexed keywords

CORRELATION METHODS; INDUSTRIAL ECONOMICS; MARKETING; MATHEMATICAL MODELS; RISK ASSESSMENT;

MIXED INTEGER PROGRAMMING (MIP) MODEL;

ELECTRIC UTILITIES;

ELECTRICITY INDUSTRY; ENERGY MARKET; MODEL; RISK ASSESSMENT;

EID: 0037954570     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0140-9883(02)00058-0     Document Type: Article

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