| 1 |
Fuzzy-based novel risk and reward definition applied for optimal generation-mix estimation
Unni AC, Ongsakul W, Madhu MN
Renewable Energy, 148, 665, 2020 |
| 2 |
Optimal asset allocation of wind energy units in conjunction with demand response for a large-scale electric grid
Wattoo WA, Feng DH, Yousif M, Tahir S, Anwar MT, Numan M
International Journal of Energy Research, 43(10), 5447, 2019 |
| 3 |
Retail consumers and risk in centralized energy auctions for indexed long-term contracts in Chile
Reus L, Munoz FD, Moreno R
Energy Policy, 114, 566, 2018 |
| 4 |
Clean energy investing in public capital markets: Portfolio benefits of yieldcos
La Monaca S, Assereto M, Byrne J
Energy Policy, 121, 383, 2018 |
| 5 |
RISK SENSITIVE PORTFOLIO OPTIMIZATION IN A JUMP DIFFUSION MODEL WITH REGIMES
Das MK, Goswami A, Rana N
SIAM Journal on Control and Optimization, 56(2), 1550, 2018 |
| 6 |
Addressing energy trilemma via the modified Markowitz Mean-Variance Portfolio Optimization theory
Stempien JP, Chan SH
Applied Energy, 202, 228, 2017 |
| 7 |
Dynamic Robust Duality in Utility Maximization
Oksendal B, Sulem A
Applied Mathematics and Optimization, 75(1), 117, 2017 |
| 8 |
The economics of electricity generation from Gulf Stream currents
Li B, de Queiroz AR, DeCarolis JF, Bane J, He RY, Keeler AG, Neary VS
Energy, 134, 649, 2017 |
| 9 |
DYNAMIC MEAN-LPM AND MEAN-CVAR PORTFOLIO OPTIMIZATION IN CONTINUOUS-TIME
Gao JJ, Zhou K, Li D, Cao XR
SIAM Journal on Control and Optimization, 55(3), 1377, 2017 |
| 10 |
PERTURBATION ANALYSIS FOR INVESTMENT PORTFOLIOS UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS
Fouque JP, Papanicolaou A, Sircar R
SIAM Journal on Control and Optimization, 55(3), 1534, 2017 |
