The efficient frontier for spot and forward purchases: An application to electricity

Journal of the Operational Research Society

Volumn 55, Issue 11, 2004, Pages 1130-1136

  Halkos, Gorge ^a   Managi, Shunsuke ^a   Clevo, Wilson ^a  

^a Energy and Environmental Economics Inc   (United States)

Author keywords

Decision analysis; Electricity; Nonlinear programming; Risk

Indexed keywords

COSTS; DATABASE SYSTEMS; DECISION THEORY; ELECTRIC LOAD DISTRIBUTION; NONLINEAR PROGRAMMING; OPTIMIZATION; PARAMETER ESTIMATION; PROBLEM SOLVING;

FORWARD-CONTRACT PURCHASE; LOCAL DISTRIBUTION COMPANIES (LDC); RISK MINIMIZATION; SPOT-PRICE VOLATILITY;

ELECTRICITY;

EID: 7544226186     PISSN: 01605682     EISSN: None     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2601769     Document Type: Article

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