Stochastic optimization of trading strategies in sequential electricity markets
Emil Kraft, Marianna Russo, Dogan Keles, Valentin Bertsch
| Year of publication: |
2023
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| Authors: | Kraft, Emil ; Russo, Marianna ; Keles, Dogan ; Bertsch, Valentin |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 308.2023, 1 (1.7.), p. 400-421
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| Subject: | Electricity markets | Multi-stage stochastic programming | OR in energy | Risk modeling | Uncertainty modeling | Stochastischer Prozess | Stochastic process | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.10.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283055