Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix
Oswaldo L.V. Costa, Celma de Oliveira Ribeiro, Erik Eduardo Rego, Julio Michael Stern, Virginia Parente, Solange Kileber
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Costa, Oswaldo Luiz do Valle ; Oliveira Ribeiro, Celma de ; Rego, Erik Eduardo ; Stern, Julio Michael ; Parente, Virginia ; Kileber, Solange |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 64.2017, p. 158-169
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| Subject: | Electricity planning | Policy-making | Mean-variance | Robust optimization | Uncertainty | Portfolio theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Elektrizitätswirtschaft | Electric power industry | Brasilien | Brazil | Theorie | Theory | Robustes Verfahren | Robust statistics | Elektrizität | Electricity | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.03.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011758103