Stochastic programming models for replication of electricity forward contracts for industry

Naval Research Logistics

Volumn 53, Issue 7, 2006, Pages 713-726

  Kwon, Roy H ^a   Scott Rogers, J ^a   Yau, Sheena ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Electricity contracts; Portfolio replication; Stochastic programming

Indexed keywords

ELECTRICITY CONTRACTS; PORTFOLIO REPLICATION;

CONTRACTS; MARKETING; MATHEMATICAL MODELS; STOCHASTIC PROGRAMMING;

ELECTRIC INDUSTRY;

EID: 33749455145     PISSN: 0894069X     EISSN: 15206750     Source Type: Journal    
DOI: 10.1002/nav.20185     Document Type: Article

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