Structuring bilateral energy contract portfolios in competitive markets

International Series in Operations Research and Management Science

Volumn 163, Issue , 2011, Pages 203-226

  Alonso Ayuso, Antonio ^a   di Domenica, Nico ^a   Escudero, Laureano F ^b   Pizarro, Celeste ^a  

^a Universidad Rey Juan Carlos ^*

^b UNIVERSIDAD REY JUAN CARLOS   (Spain)

Author keywords

Branch and fix coordination; Energy trading contracts portfolio; Mean risk; Mixed 0 1 models; Splitting variable; Stochastic programming

Indexed keywords

EID: 84955306737     PISSN: 08848289     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-1-4419-9586-5_10     Document Type: Chapter

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